1
0
0
(1 - 18 von 18
)
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
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
[ 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 ...
AMS :: Transactions of the American Mathematical Society
www.ams.org
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
ftp.math.utah.edu
· Pierre Henry-Labord\`ere and Jan Ob\lój and Peter Spoida and Nizar Touzi The maximum maximum of a martingale with given $ \mathbf {n} ...
AMS :: Transactions of the American Mathematical Society
www.ams.org
MR , https://doi.org j.spa ; [16] Pierre Henry-Labordère, Jan Obłój, Peter Spoida, and Nizar Touzi, The maximum maximum of a ...
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.
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...
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 ...
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 ...
au:Touzi_N in:q-fin - SciRate Search
scirate.com
@misc{ , author = {Pierre Henry-Labordere, Jan Obloj (MI), Peter Spoida (MI), Nizar Touzi (CMAP)}, title = {{M}aximum {M}aximum of ...
Alle Infos zum Namen "Peter Spoida"
Verwandte Suchanfragen zu Peter Spoida
Paul Spoida Julia Spoida |
Personen Vorname "Peter" (123603) Name "Spoida" (43) |
sortiert nach Relevanz / Datum