The following pages link to Kellerer’s Theorem Revisited (Q5272955):
Displaying 8 items.
- Martingales associated to peacocks using the curtain coupling (Q1748909) (← links)
- The Markov-quantile process attached to a family of marginals (Q2065092) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales (Q2211341) (← links)
- Comparing Brownian Stochastic Integrals for the Convex Order (Q2946082) (← links)
- How to make Dupire’s local volatility work with jumps (Q5245895) (← links)
- Root to Kellerer (Q5270093) (← links)
- Peacocks Parametrised by a Partially Ordered Set (Q5270094) (← links)
