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

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+Optimal transport and Skorokhod embedding
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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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+Martingale optimal transport and robust hedging in continuous time
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+Martingale optimal transport in the Skorokhod space
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+A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
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+On the Monotonicity Principle of Optimal Skorokhod Embedding Problem
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+Interpolation of martingales
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+Normal rank
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+An explicit martingale version of the one-dimensional Brenier theorem
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+Robust price bounds for the forward starting straddle
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+ROBUST BOUNDS FOR FORWARD START OPTIONS
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+Robust pricing-hedging dualities in continuous time
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+Stopping times on Brownian motion: Some properties of root's construction
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+The Existence of Certain Stopping Times on Brownian Motion
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