Making Markov martingales meet marginals: With explicit constructions

Bernoulli

Volumn 8, Issue 4, 2002, Pages 509-536

  Madan, Dilip B ^a   Yor, Marc ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

Az ma martingale; Convex order; Self similar process; Skorohod embedding

Indexed keywords

EID: 12144274928     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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