Pages that link to "Item:Q1729695"
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The following pages link to The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695):
Displayed 13 items.
- Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- Discretionary stopping of stochastic differential equations with generalised drift (Q2279339) (← links)
- Minimal Root's embeddings for general starting and target distributions (Q2289795) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
- On the continuity of the root barrier (Q5081540) (← links)
- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
- Weak transport for non‐convex costs and model‐independence in a fixed‐income market (Q6054386) (← links)
- Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)