Multiperiod martingale transport (Q2301489): Difference between revisions

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+Optimal transport and Skorokhod embedding
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+Pathwise superreplication via Vovk's outer measure
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+Optimal and better transport plans
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+Model-independent bounds for option prices -- a mass transport approach
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+Monotone martingale transport plans and Skorokhod embedding
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+Root to Kellerer
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+On a problem of optimal transport under marginal martingale constraints
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+Shadow couplings
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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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+ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES
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+Arbitrage and duality in nondominated discrete-time models
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+Robust pricing and hedging of double no-touch options
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+Irreducible convex paving for decomposition of multidimensional martingale transport plans
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+A general version of the fundamental theorem of asset pricing
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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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+Stochastic Finance
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+A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
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+Structure of optimal martingale transport plans in general dimensions
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+Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints
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+The maximum maximum of a martingale with given \(n\) marginals
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+An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint
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+An explicit martingale version of the one-dimensional Brenier theorem
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+Peacocks and associated martingales, with explicit constructions
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+Robust hedging of the lookback option
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+Normal rank
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+The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
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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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+Q4778955
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+Stability of the shadow projection and the left-curtain coupling
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+Martingales associated to peacocks using the curtain coupling
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+Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks
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+Duality theorems for marginal problems
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+Superreplication under volatility uncertainty for measurable claims
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+Canonical supermartingale couplings
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+The Skorokhod embedding problem and its offspring
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+Dual formulation of second order target problems
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+The Existence of Probability Measures with Given Marginals
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+Optimal transportation under controlled stochastic dynamics
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+Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging
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