The following pages link to Robust Hedging of Barrier Options (Q2757315):
Displayed 50 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
- A trajectorial interpretation of Doob's martingale inequalities (Q363856) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
- Robust hedging with proportional transaction costs (Q468414) (← links)
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- Robust price bounds for the forward starting straddle (Q486935) (← links)
- Martingale optimal transport in the Skorokhod space (Q492958) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Model uncertainty and the pricing of American options (Q503400) (← links)
- Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
- On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
- Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
- Model-independent hedging strategies for variance swaps (Q693029) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523) (← links)
- Robust static hedging of barrier options in stochastic volatility models (Q1044210) (← links)
- Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- Robust bounds for the American put (Q1739057) (← links)
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- The minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282) (← links)
- Model-free CPPI (Q1994390) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Computational methods for martingale optimal transport problems (Q2299581) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
- On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- Local time and the pricing of path-dependent options (Q2430252) (← links)
- Hedging variance options on continuous semimartingales (Q2430256) (← links)
- The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk (Q2798586) (← links)
- A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994) (← links)
- MODEL-INDEPENDENT NO-ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS (Q2800003) (← links)
- Processes That Can Be Embedded in a Geometric Brownian Motion (Q2811893) (← links)
- Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
- MODEL-INDEPENDENT LOWER BOUND ON VARIANCE SWAPS (Q2831008) (← links)
- ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES (Q2862515) (← links)
- ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
- Static-arbitrage upper bounds for the prices of basket options (Q3375374) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← links)
- General Lower Bounds for Arithmetic Asian Option Prices (Q3502206) (← links)
- Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives (Q3565097) (← links)
- Duality in static hedging of barrier options (Q3625230) (← links)