A potential-based construction of the increasing supermartingale coupling (Q6187478): Difference between revisions

@@ Property / OpenAlex ID @@
+W3190586464
@@ Property / OpenAlex ID: W3190586464 / rank @@
+Normal rank
@@ Property / cites work @@
+The geometry of multi-marginal Skorokhod embedding
+Normal rank
@@ Property / cites work @@
+Model-independent bounds for option prices -- a mass transport approach
+Normal rank
@@ Property / cites work @@
+Monotone martingale transport plans and Skorokhod embedding
+Normal rank
@@ Property / cites work @@
+The potential of the shadow measure
@@ Property / cites work: The potential of the shadow measure / rank @@
+Normal rank
@@ Property / cites work @@
+On a problem of optimal transport under marginal martingale constraints
+Normal rank
@@ Property / cites work @@
+Shadow couplings
@@ Property / cites work: Shadow couplings / rank @@
+Normal rank
@@ Property / cites work @@
+Q3797433
@@ Property / cites work: Q3797433 / rank @@
+Normal rank
@@ Property / cites work @@
+Shadow martingales -- a stochastic mass transport approach to the peacock problem
+Normal rank
@@ Property / cites work @@
+Change of numeraire in the two-marginals martingale transport problem
+Normal rank
@@ Property / cites work @@
+Potential Processes
@@ Property / cites work: Potential Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4095636
@@ Property / cites work: Q4095636 / rank @@
+Normal rank
@@ Property / cites work @@
+Irreducible convex paving for decomposition of multidimensional martingale transport plans
+Normal rank
@@ Property / cites work @@
+On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options
+Normal rank
@@ Property / cites work @@
+On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales
+Normal rank
@@ Property / cites work @@
+Model-independent superhedging under portfolio constraints
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time.
+Normal rank
@@ Property / cites work @@
+A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
+Normal rank
@@ Property / cites work @@
+Structure of optimal martingale transport plans in general dimensions
+Normal rank
@@ Property / cites work @@
+An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint
+Normal rank
@@ Property / cites work @@
+An explicit martingale version of the one-dimensional Brenier theorem
+Normal rank
@@ Property / cites work @@
+A new proof of Kellerer’s theorem
@@ Property / cites work: A new proof of Kellerer’s theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Robust price bounds for the forward starting straddle
+Normal rank
@@ Property / cites work @@
+ROBUST BOUNDS FOR FORWARD START OPTIONS
@@ Property / cites work: ROBUST BOUNDS FOR FORWARD START OPTIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Robust bounds for the American put
@@ Property / cites work: Robust bounds for the American put / rank @@
+Normal rank
@@ Property / cites work @@
+A construction of the left-curtain coupling
@@ Property / cites work: A construction of the left-curtain coupling / rank @@
+Normal rank
@@ Property / cites work @@
+Q4213425
@@ Property / cites work: Q4213425 / rank @@
+Normal rank
@@ Property / cites work @@
+The left-curtain martingale coupling in the presence of atoms
+Normal rank
@@ Property / cites work @@
+Stability of the shadow projection and the left-curtain coupling
+Normal rank
@@ Property / cites work @@
+Martingales associated to peacocks using the curtain coupling
+Normal rank
@@ Property / cites work @@
+Canonical supermartingale couplings
@@ Property / cites work: Canonical supermartingale couplings / rank @@
+Normal rank
@@ Property / cites work @@
+Multiperiod martingale transport
@@ Property / cites work: Multiperiod martingale transport / rank @@
+Normal rank
@@ Property / cites work @@
+A characterization of random variables with minimum \(L^ 2\)-distance
+Normal rank
@@ Property / cites work @@
+The Existence of Probability Measures with Given Marginals
+Normal rank
@@ Property / cites work @@
+Optimal Transport
@@ Property / cites work: Optimal Transport / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6187478