Pages that link to "Item:Q693029"

The following pages link to Model-independent hedging strategies for variance swaps (Q693029):

Displaying 30 items.

• An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
• Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
• A trajectorial interpretation of Doob's martingale inequalities (Q363856) (← links)
• Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• Robust price bounds for the forward starting straddle (Q486935) (← links)
• Martingale optimal transport in the Skorokhod space (Q492958) (← links)
• Hedging with small uncertainty aversion (Q503389) (← links)
• Model uncertainty and the pricing of American options (Q503400) (← links)
• Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
• Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• A general property for time aggregation (Q2030709) (← links)
• A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
• Bounds for VIX futures given S{\&}P 500 smiles (Q2364530) (← links)
• The space of outcomes of semi-static trading strategies need not be closed (Q2364534) (← links)
• Monotone martingale transport plans and Skorokhod embedding (Q2402432) (← links)
• Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
• Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
• A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994) (← links)
• MODEL-INDEPENDENT LOWER BOUND ON VARIANCE SWAPS (Q2831008) (← links)
• ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS (Q2927953) (← links)
• Pricing Variance Swaps on Time-Changed Markov Processes (Q4999901) (← links)
• MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008) (← links)
• Tightening robust price bounds for exotic derivatives (Q5212058) (← links)
• NO-ARBITRAGE BOUNDS ON TWO ONE-TOUCH OPTIONS (Q5256840) (← links)
• Root to Kellerer (Q5270093) (← links)
• Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)