Pages that link to "Item:Q5562421"
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The following pages link to The Existence of Certain Stopping Times on Brownian Motion (Q5562421):
Displaying 50 items.
- A model-free no-arbitrage price bound for variance options (Q373003) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
- Conformal Skorokhod embeddings and related extremal problems (Q782835) (← links)
- Stopping distributions for right processes (Q806175) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- A counterexample to the Cantelli conjecture through the Skorokhod embedding problem (Q888527) (← links)
- Embedding laws in diffusions by functions of time (Q888534) (← links)
- The distribution of Brownian motion in \(R^ n\) at a natural stopping time (Q1156430) (← links)
- Some inequalities with local times in zero of a Brownian motion (Q1198557) (← links)
- Geometry of distribution-constrained optimal stopping problems (Q1626603) (← links)
- From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← links)
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
- Monotonicity preserving transformations of MOT and SEP (Q1743337) (← links)
- Embedding and asymptotic expansions for martingales (Q1902865) (← links)
- Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- A conversation with David J. Aldous (Q2092903) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- A dynamic programming approach to distribution-constrained optimal stopping (Q2170365) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- A conformal Skorokhod embedding (Q2279083) (← links)
- Minimal Root's embeddings for general starting and target distributions (Q2289795) (← links)
- Finite, integrable and bounded time embeddings for diffusions (Q2348736) (← links)
- An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
- PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
- Fake exponential Brownian motion (Q2435766) (← links)
- An optimal Skorokhod embedding for diffusions (Q2485750) (← links)
- Skorokhod embeddings, minimality and non-centred target distributions (Q2494406) (← links)
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale. (Q2574635) (← links)
- On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
- Representacion de variables en el movimiento browniano con deriva (Q3361673) (← links)
- Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
- Representing a distribution by stopping a Brownian Motion: Root's construction (Q3739968) (← links)
- A convergence property of Dubins' representation of distributions (Q3794995) (← links)
- Stopped distributions for Markov processes in duality (Q3938311) (← links)
- The Two-Sided Stefan Problem with a Spatially Dependent Latent Heat (Q3977227) (← links)
- Potential Processes (Q4142463) (← links)
- On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales (Q4746592) (← links)
- ROBUST BOUNDS FOR FORWARD START OPTIONS (Q4906538) (← links)
- Shadow couplings (Q4992380) (← links)
- Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
- On the continuity of the root barrier (Q5081540) (← links)
- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
