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UM Math Seminar Event Detail
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... and Nadtochiy (2011)). Based on joint works with Pierre Henry-Labordere, Zhaoxu Hou, Sergey Nadtochiy, Peter Spoida and Nizar Touzi. Slides are attached.
NEP-ALL: New economic research on All new papers disseminated on...
ideas.repec.org
Pierre Henry-Labordere & Jan Obloj & Peter Spoida & Nizar Touzi, UNCTAD Discussion Papers 206, United Nations Conference on Trade and ...
Maximum Maximum of Martingales given Marginals
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(.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
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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.
On robust pricing{hedging duality in continuous On robust Cupdfcupdf.com › document › on-robust-pricinghedging-...
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· ... Marcel Nutz, Mete Soner, Peter Spoida, Nizar Touzi as well as participants in the Workshop on Robust optimization in Finance in December ...
[ 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.
[ ] The maximum maximum of a martingale with given $n$...
arxiv.org
Pierre Henry-Labordere, Jan Obloj (MI), Peter Spoida (MI), Nizar Touzi (CMAP). We consider the problem of superhedging under volatility ...
Martingale Inequalities for the Maximum via Pathwise Argumentslink.springer.com › content › pdf
link.springer.com
Jan Obłєj, Peter Spoida, and Nizar Touzi. Abstract We study a class of martingale inequalities involving the running max- imum process.
AMS :: Transactions of the American Mathematical Society
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MR , DOI https://doi.org j.spa · Pierre Henry-Labordère, Jan Obłój, Peter Spoida, and Nizar Touzi, The maximum maximum of a ...
Annals of Applied Probability - Index of files in /ftp.math.utah.edu › tex › bib › toc › annapplprobab
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· Pierre Henry-Labord\`ere and Jan Ob\lój and Peter Spoida and Nizar Touzi The maximum maximum of a martingale with given $ \mathbf {n} ...
Bounds on the probability of radically different opinions - Researchainresearchain.net › archives › pdf › Bounds-On-The-P...
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[HLOST16] Pierre Henry-Labord`ere, Jan Ob(cid:32)l´oj, Peter Spoida, and Nizar Touzi. The maximum maximum ofa martingale with given n marginals.
In Memoriam Marc Yor - Séminaire de Probabilités XLVIIwww.springerprofessional.de › in-memoriam-marc-...
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Further, for p = 1 we refine the known inequality and for p < 1 we obtain new inequalities. Jan Obłój, Peter Spoida, Nizar Touzi. Mehr anzeigen ...
Martingale Inequalities for the Maximum via Pathwise Arguments
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Quantitative Finance and St John's College, .ac.uk Peter Spoida University of Oxford, Mathematical Institute and the Oxford-Man Institute
of Quantitative Finance, .ac.uk Nizar Touzi ...
Maximum Maximum of Martingales given Marginals - Centre de...
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Maximum Maximum of Martingales given Marginals. Pierre Henry-Labordere 1 Jan Obloj 2Peter Spoida 2 Nizar Touzi 3. Détails. 1 Société Générale.
Quantitative Finance authors/titles 2012
arxiv-export-lb.library.cornell.edu
Authors: Pierre Henry-Labordère, Jan Obłój, Peter Spoida, Nizar Touzi. Comments: Published at this http URL in the Annals of Applied Probability (this http URL) ...
Maximum Maximum of Martingales given Marginals - Archives ouvertes de...
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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...
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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 ...
isotace
project.inria.fr
[11], Jan Obloj, Peter Spoida, and Nizar Touzi. Martingale inequalities for the maximum via pathwise arguments, arXiv ; [12], Pierre Henry-Labordere and ...
volume XLVII
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· 47, 219—225, LNM (2015); Jan Obłój, Peter Spoida and Nizar Touzi. Martingale Inequalities for the Maximum via Pathwise Arguments. Vol.
au:Touzi_N in:q-fin - SciRate Search
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@misc{ , author = {Pierre Henry-Labordere, Jan Obloj (MI), Peter Spoida (MI), Nizar Touzi (CMAP)}, title = {{M}aximum {M}aximum of ...
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