Pages that link to "Item:Q259564"

The following pages link to The maximum maximum of a martingale with given \(n\) marginals (Q259564):

Displaying 35 items.

• An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
• Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• Robust hedging with proportional transaction costs (Q468414) (← links)
• On pathwise counterparts of Doob's maximal inequalities (Q492170) (← links)
• Martingale optimal transport in the Skorokhod space (Q492958) (← links)
• Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
• Canonical supermartingale couplings (Q1621445) (← links)
• Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← links)
• Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
• A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
• The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
• A construction of the left-curtain coupling (Q2105148) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
• Bounds on the probability of radically different opinions (Q2183111) (← links)
• Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
• Superreplication under model uncertainty in discrete time (Q2255006) (← links)
• Multiperiod martingale transport (Q2301489) (← links)
• Optimal transport and Skorokhod embedding (Q2356918) (← links)
• Monotone martingale transport plans and Skorokhod embedding (Q2402432) (← links)
• Dual attainment for the martingale transport problem (Q2419652) (← links)
• A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
• Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
• Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582) (← links)
• Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
• On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
• Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
• Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
• Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
• Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
• Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)
• PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067) (← links)