Abstract
In this short note, we draw the reader’s attention to a number of constructions of martingales with given marginals.
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Baker, D., Yor, M. (2011). On Martingales with Given Marginals and the Scaling Property. In: Donati-Martin, C., Lejay, A., Rouault, A. (eds) Séminaire de Probabilités XLIII. Lecture Notes in Mathematics(), vol 2006. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-15217-7_19
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DOI: https://doi.org/10.1007/978-3-642-15217-7_19
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