Peter Spoida und Marginals - Info zur Person

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Talks in Financial and Insurance Mathematics – RiskLab Switzerland |...

risklab.ethz.ch

11:45-12:30, Peter Spoida University of Oxford, Workshop on Robust Optimization in Finance: Maximum Maximum of Martingales given Marginals and an ...

An Iterated Az\'{e}ma-Yor Type Embedding for Finitely Many Marginals

ideas.repec.org

Peter Spoida. Registered: Abstract. We solve the $n$-marginal Skorokhod embedding problem for a continuous local martingale and a sequence of probability ...

Maximum Maximum of Martingales given Marginals

ideas.repec.org

(.ac.uk) (MI - Mathematical Institute [Oxford] - University of ... Pierre Henry-Labordere & Jan Obloj & Peter Spoida & Nizar Touzi,

The maximum maximum of a martingale with given $n$ marginals

ideas.repec.org

Author. Listed: Pierre Henry-Labord`ere; Jan Ob{l}'oj; Peter Spoida; Nizar Touzi ... Pierre Henry-Labord`ere & Jan Ob{l}'oj & Peter Spoida & Nizar Touzi,

Quantitative Finance authors/titles 2012

arxiv.org

PR) [pdf, ps, other]. Title: The maximum maximum of a martingale with given n marginals. Authors: Pierre Henry-Labordere, Jan Obloj, Peter Spoida, Nizar Touzi.

Maximum Maximum of Martingales Given Marginals by Pierre...

papers.ssrn.com

We consider the problem of superhedging under volatility uncertainty for an investor allowed to dynamically trade the underlying asset and statically trade Euro

An Iterated Az\'{e}ma-Yor Type Embedding for Finitely Many Marginals...

www.scienceopen.com

An Iterated Az\'{e}ma-Yor Type Embedding for Finitely Many Marginals. Authors: Jan Obłój, Peter Spoida. Publication date (Created):

[ v4] The maximum maximum of a martingale with given $n$...

arxiv.org

Title:The maximum maximum of a martingale with given n marginals. Authors:Pierre Henry-Labordère, Jan Obłój, Peter Spoida, Nizar Touzi · Download PDF.

Internet Archive Search: creator:"Peter Spoida"

archive.org

An Iterated Azéma-Yor Type Embedding for Finitely Many Marginals - Jan Obłój We propose an iterated Azema-Yor type embedding in the spirit of [Azema and ...

Maximum Maximum of Martingales given Marginals - Centre de...

jeannicod.ccsd.cnrs.fr

Maximum Maximum of Martingales given Marginals. Pierre Henry-Labordere 1 Jan Obloj 2Peter Spoida 2 Nizar Touzi 3. Détails. 1 Société Générale.

The maximum maximum of a martingale with given $\mathbf{n}$ marginals

projecteuclid.org

The Annals of Applied Probability

Maximum Maximum of Martingales given Marginals - Archives ouvertes de...

hal-lirmm.ccsd.cnrs.fr

Pierre Henry-Labordere 1 Jan Obloj 2Peter Spoida 2 Nizar Touzi 3. Détails. 1 Société Générale. 2 MI - Mathematical Institute [Oxford]. 3 CMAP - Centre de ...

THE MAXIMUM MAXIMUM OF A MARTINGALE WITH GIVEN n MARGINALS - PDF Free...

sciencedocbox.com

MAXIMUM OF A MARTINGALE WITH GIVEN n MARGINALS BY PIERRE HENRY -LABORDÈRE, JAN OBŁÓJ 1, PETER SPOIDA 2 AND NIZAR TOUZI 3 Socété Générale, Unversty of Oxford, Unversty of Oxford and Ecole Polytechnque Pars ...

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