Peter Spoida

Identifiers

• name variant Peter Spoida 0.60 · backfill

Papers (4)

1. Characterization of Market Models in the Presence of Traded Vanilla and Barrier Options math.PR · 2014 · author #1
2. Martingale Inequalities for the Maximum via Pathwise Arguments math.PR · 2014 · author #2
3. An Iterated Az\'{e}ma-Yor Type Embedding for Finitely Many Marginals math.PR · 2013 · author #2
4. The maximum maximum of a martingale with given $n$ marginals math.PR · 2012 · author #3

Mentions

• 1411.4193 #1 · backfill · confidence 0.70 Peter Spoida
• 1409.6255 #2 · backfill · confidence 0.70 Peter Spoida
• 1304.0368 #2 · backfill · confidence 0.70 Peter Spoida
• 1203.6877 #3 · backfill · confidence 0.70 Peter Spoida

Frequent Coauthors

• Jan Ob{\l}\'oj 2 shared papers
• Nizar Touzi 2 shared papers
• Jan Obloj 1 shared papers
• Pierre Henry-Labord\`ere 1 shared papers