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Peacocks and Associated Martingales, with Explicit Constructions
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  • 2011A new proof of Kellerer’s theorem56 cited
  • 2017Optimal Skorokhod embedding given full marginals and Azéma–Yor peacocks41 cited
  • 2016An explicit martingale version of the one-dimensional Brenier’s Theorem with full marginals constraint37 cited
  • 2020Inverting the Markovian projection, with an application to local stochastic volatility models26 cited

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