Pages that link to "Item:Q272939"
From MaRDI portal
The following pages link to On a problem of optimal transport under marginal martingale constraints (Q272939):
Displaying 31 items.
- Bounds for VIX futures given S{\&}P 500 smiles (Q2364530) (← links)
- Monotone martingale transport plans and Skorokhod embedding (Q2402432) (← links)
- Dual attainment for the martingale transport problem (Q2419652) (← links)
- Irreducible convex paving for decomposition of multidimensional martingale transport plans (Q2421828) (← links)
- A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994) (← links)
- Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
- On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
- ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
- Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
- $C$-cyclical monotonicity as a sufficient criterion for optimality in the multimarginal Monge–Kantorovich problem (Q4683519) (← links)
- Shadow couplings (Q4992380) (← links)
- On the support of extremal martingale measures with given marginals: the countable case (Q5203949) (← links)
- Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
- A non‐linear monotonicity principle and applications to Schrödinger‐type problems (Q6048892) (← links)
- Perturbation analysis of sub/super hedging problems (Q6054380) (← links)
- Weak transport for non‐convex costs and model‐independence in a fixed‐income market (Q6054386) (← links)
- Weak Optimal Transport with Unnormalized Kernels (Q6086708) (← links)
- Applications of Strassen's theorem and Choquet theory to optimal transport problems, to uniformly convex functions and to uniformly smooth functions (Q6097522) (← links)
- Lipschitz continuity of the Wasserstein projections in the convex order on the line (Q6110559) (← links)
- Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
- Shadows and barriers (Q6126791) (← links)
- Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces (Q6126809) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
- Continuity of the martingale optimal transport problem on the real line (Q6138920) (← links)
- Stability of the weak martingale optimal transport problem (Q6139683) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
- Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)
- A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)
- Robust matching for teams (Q6191110) (← links)
- A Corrected Inexact Proximal Augmented Lagrangian Method with a Relative Error Criterion for a Class of Group-Quadratic Regularized Optimal Transport Problems (Q6500198) (← links)
