Pages that link to "Item:Q2818217"
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The following pages link to Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217):
Displayed 19 items.
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← links)
- Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (Q1730931) (← links)
- Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- A dynamic programming approach to distribution-constrained optimal stopping (Q2170365) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
- Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
- Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions (Q5130894) (← links)
- Perturbation analysis of sub/super hedging problems (Q6054380) (← links)
- Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)