A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994): Difference between revisions

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+On a problem of optimal transport under marginal martingale constraints
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+Robust Hedging of Barrier Options
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+Expensive martingales
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+Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping
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+Robust pricing and hedging of double no-touch options
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+Robust Hedging of Double Touch Barrier Options
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+THE RANGE OF TRADED OPTION PRICES
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+The Best Bound in the L logL Inequality of Hardy and Littlewood and its Martingale Counterpart
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+Robust hedging of the lookback option
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+The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
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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 minimum maximum of a continuous martingale with given initial and terminal laws
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+Local martingales and the fundamental asset pricing theorems in the discrete-time case
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+Making Markov martingales meet marginals: With explicit constructions
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+The Skorokhod embedding problem and its offspring
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+The joint law of the maximum and terminal value of a martingale
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