Pages that link to "Item:Q261914"

The following pages link to Model-independent superhedging under portfolio constraints (Q261914):

Displaying 10 items.

• Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• Canonical supermartingale couplings (Q1621445) (← links)
• Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111) (← links)
• Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
• Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
• Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
• A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)