Pages that link to "Item:Q2664166"
From MaRDI portal
The following pages link to Martingale optimal transport duality (Q2664166):
Displayed 12 items.
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales (Q2211341) (← links)
- Pathwise superhedging on prediction sets (Q2282966) (← links)
- Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
- Representation of increasing convex functionals with countably additive measures (Q3381901) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- Weak transport for non‐convex costs and model‐independence in a fixed‐income market (Q6054386) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- Probability on submetric spaces (Q6054714) (← links)
- Stability of the weak martingale optimal transport problem (Q6139683) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)