Pages that link to "Item:Q662437"

The following pages link to On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437):

Displayed 10 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) ‎ (← links)
• Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) ‎ (← links)
• On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales (Q424488) ‎ (← links)
• On the drawdown of completely asymmetric Lévy processes (Q454869) ‎ (← links)
• On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) ‎ (← links)
• On taxed spectrally negative Lévy processes with draw-down stopping (Q2404541) ‎ (← links)
• A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) ‎ (← links)
• Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582) ‎ (← links)
• THE INCENTIVES OF HEDGE FUND FEES AND HIGH-WATER MARKS (Q2799996) ‎ (← links)
• THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) ‎ (← links)