Pages that link to "Item:Q3304200"
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The following pages link to ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200):
Displaying 7 items.
- Change of numeraire in the two-marginals martingale transport problem (Q522059) (← links)
- Martingale transport with homogeneous stock movements (Q4991072) (← links)
- Robust statistical arbitrage strategies (Q4991081) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- A multi-marginal c-convex duality theorem for martingale optimal transport (Q6569444) (← links)
- Improved robust price bounds for multi-asset derivatives under market-implied dependence information (Q6619585) (← links)
