Pages that link to "Item:Q511137"
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The following pages link to Tightness and duality of martingale transport on the Skorokhod space (Q511137):
Displaying 18 items.
- Canonical supermartingale couplings (Q1621445) (← links)
- Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- Constrained optimal transport (Q1702545) (← links)
- Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (Q1730931) (← links)
- New characterizations of the \(S\) topology on the Skorokhod space (Q1748548) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales (Q2211341) (← links)
- Affine processes under parameter uncertainty (Q2296126) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS (Q4645329) (← links)
- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
- Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
