Monotonicity preserving transformations of MOT and SEP (Q1743337): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2017.07.005
@@ Property / DOI: 10.1016/j.spa.2017.07.005 / rank @@
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+MaRDI publication profile
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+W2519365042
@@ Property / OpenAlex ID: W2519365042 / rank @@
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@@ Property / arXiv ID @@
+.04084
@@ Property / arXiv ID: 1609.04084 / rank @@
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@@ Property / cites work @@
+Optimal transport and Skorokhod embedding
@@ Property / cites work: Optimal transport and Skorokhod embedding / rank @@
+Normal rank
@@ Property / cites work @@
+Model-independent bounds for option prices -- a mass transport approach
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@@ Property / cites work @@
+On a problem of optimal transport under marginal martingale constraints
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@@ Property / cites work @@
+Change of numeraire in the two-marginals martingale transport problem
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@@ Property / cites work @@
+Martingale optimal transport and robust hedging in continuous time
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@@ Property / cites work @@
+Martingale optimal transport in the Skorokhod space
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@@ Property / cites work @@
+A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
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@@ Property / cites work @@
+On the Monotonicity Principle of Optimal Skorokhod Embedding Problem
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@@ Property / cites work @@
+Interpolation of martingales
@@ Property / cites work: Interpolation of martingales / rank @@
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@@ Property / cites work @@
+An explicit martingale version of the one-dimensional Brenier theorem
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@@ Property / cites work @@
+Robust price bounds for the forward starting straddle
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+ROBUST BOUNDS FOR FORWARD START OPTIONS
@@ Property / cites work: ROBUST BOUNDS FOR FORWARD START OPTIONS / rank @@
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@@ Property / cites work @@
+Robust pricing-hedging dualities in continuous time
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@@ Property / cites work @@
+Stopping times on Brownian motion: Some properties of root's construction
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@@ Property / cites work @@
+The Existence of Certain Stopping Times on Brownian Motion
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@@ Property / DOI @@
+.1016/J.SPA.2017.07.005
@@ Property / DOI: 10.1016/J.SPA.2017.07.005 / rank @@
+Normal rank