Some results on Skorokhod embedding and robust hedging with local time (Q1626510): Difference between revisions

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-.1007/s10957-017-1201-5
@@ Property / DOI: 10.1007/s10957-017-1201-5 / rank @@
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+W2765939861
@@ Property / OpenAlex ID: W2765939861 / rank @@
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@@ Property / arXiv ID @@
+.07230
@@ Property / arXiv ID: 1511.07230 / rank @@
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@@ Property / cites work @@
+The Skorokhod embedding problem and its offspring
@@ Property / cites work: The Skorokhod embedding problem and its offspring / rank @@
+Normal rank
@@ Property / cites work @@
+Q3657166
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+Some inequalities with local times in zero of a Brownian motion
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+Robust hedging of the lookback option
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+Robust Hedging of Barrier Options
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+Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping
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+Robust pricing and hedging of double no-touch options
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+The maximum maximum of a martingale with given \(n\) marginals
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+The maximum maximum of a martingale constrained by an intermediate law
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+ROBUST BOUNDS FOR FORWARD START OPTIONS
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+An iterated Azéma-Yor type embedding for finitely many marginals
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+Making Markov martingales meet marginals: With explicit constructions
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+Pathwise construction of stochastic integrals
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+Martingale optimal transport and robust hedging in continuous time
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+Tightness and duality of martingale transport on the Skorokhod space
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+Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints
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+Optimal transport and Skorokhod embedding
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+On the Monotonicity Principle of Optimal Skorokhod Embedding Problem
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+Q3415147
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+From local volatility to local Lévy models
@@ Property / cites work: From local volatility to local Lévy models / rank @@
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@@ Property / DOI @@
+.1007/S10957-017-1201-5
@@ Property / DOI: 10.1007/S10957-017-1201-5 / rank @@
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