Model-Free Price Bounds Under Dynamic Option Trading (Q5162858): Difference between revisions

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+A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM
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+The robust pricing–hedging duality for American options in discrete time financial markets
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+SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS
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+Robust expected utility maximization with medial limits
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+Pathwise superhedging on prediction sets
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+Duality for pathwise superhedging in continuous time
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+ON ARBITRAGE AND DUALITY UNDER MODEL UNCERTAINTY AND PORTFOLIO CONSTRAINTS
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+Model-independent bounds for option prices -- a mass transport approach
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+Complete duality for martingale optimal transport on the line
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+Stochastic optimal control. The discrete time case
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+On the super replication price of unbounded claims
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+Arbitrage and duality in nondominated discrete-time models
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+Model-free superhedging duality
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+Q2771113
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+Martingale optimal transport duality
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+Duality Formulas for Robust Pricing and Hedging in Discrete Time
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+A closed-form solution to the problem of super-replication under transaction costs
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+Q4225802
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+BOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKS
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+Super‐replication in fully incomplete markets
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+Martingale optimal transport and robust hedging in continuous time
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+On the range of options prices
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+Computation of optimal transport and related hedging problems via penalization and neural networks
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+Martingale transport with homogeneous stock movements
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+Stochastic finance. An introduction in discrete time
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+Bounds on European Option Prices under Stochastic Volatility
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+Computational methods for martingale optimal transport problems
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+AUTOMATED OPTION PRICING: NUMERICAL METHODS
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+Robust pricing-hedging dualities in continuous time
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+Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
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+On the possibility of hedging options in the presence of transaction costs
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+Tightening robust price bounds for exotic derivatives
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+Financial options and statistical prediction intervals
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+BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS
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+ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS
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+On general minimax theorems
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+The Existence of Probability Measures with Given Marginals
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