Monotone martingale transport plans and Skorokhod embedding (Q2402432): Difference between revisions

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-.1016/j.spa.2017.01.004
@@ Property / DOI: 10.1016/j.spa.2017.01.004 / rank @@
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+W2580913477
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+.06779
@@ Property / arXiv ID: 1701.06779 / rank @@
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@@ Property / cites work @@
+Optimal transport and Skorokhod embedding
@@ Property / cites work: Optimal transport and Skorokhod embedding / rank @@
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+Model-independent bounds for option prices -- a mass transport approach
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+On a problem of optimal transport under marginal martingale constraints
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+Change of numeraire in the two-marginals martingale transport problem
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+Model-independent hedging strategies for variance swaps
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+ROBUST BOUNDS FOR FORWARD START OPTIONS
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+The Skorokhod embedding problem and its offspring
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+Martingale Inequalities for the Maximum via Pathwise Arguments
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+Optimal Transport
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@@ Property / DOI @@
+.1016/J.SPA.2017.01.004
@@ Property / DOI: 10.1016/J.SPA.2017.01.004 / rank @@
+Normal rank