Mathematics
Probability
Scientist
PMA, Mimuw
A complete characterization of local martingales which are functions of Brownian motion and its maximum
An explicit Skorokhod embedding for functionals of Markovian excursions
An explicit Skorokhod embedding for spectrally negative Levy processes
Arbitrage Bounds for Prices of Options on Realized Variance
Classes of Skorokhod Embeddings for the Simple Symmetric Random Walk
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