Pages that link to "Item:Q2412395"
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The following pages link to Pathwise superreplication via Vovk's outer measure (Q2412395):
Displaying 20 items.
- Canonical supermartingale couplings (Q1621445) (← links)
- A superhedging approach to stochastic integration (Q1630662) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- Stochastic integration and differential equations for typical paths (Q2274218) (← links)
- Pathwise superhedging on prediction sets (Q2282966) (← links)
- Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Non-parametric Pricing and Hedging of Exotic Derivatives (Q4994678) (← links)
- Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
- Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (Q5108927) (← links)
- Robust Framework for Quantifying the Value of Information in Pricing and Hedging (Q5112530) (← links)
- Optimal Execution with Rough Path Signatures (Q5112732) (← links)
- The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
