Pages that link to "Item:Q354188"

The following pages link to Model-independent bounds for option prices -- a mass transport approach (Q354188):

Displaying 24 items.

• Model-independent superhedging under portfolio constraints (Q261914) (← links)
• The geometry of relative arbitrage (Q300840) (← links)
• An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
• Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
• Discrete Wasserstein barycenters: optimal transport for discrete data (Q343818) (← links)
• Multi-marginal optimal transport and multi-agent matching problems: uniqueness and structure of solutions (Q379834) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• Robust hedging with proportional transaction costs (Q468414) (← links)
• Robust price bounds for the forward starting straddle (Q486935) (← links)
• Hedging with small uncertainty aversion (Q503389) (← links)
• Model uncertainty and the pricing of American options (Q503400) (← links)
• Change of numeraire in the two-marginals martingale transport problem (Q522059) (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
• Distribution functions, extremal limits and optimal transport (Q898076) (← links)
• Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← links)
• Geometry of distribution-constrained optimal stopping problems (Q1626603) (← links)
• Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
• Constrained optimal transport (Q1702545) (← links)
• A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
• Robust bounds for the American put (Q1739057) (← links)
• Monotonicity preserving transformations of MOT and SEP (Q1743337) (← links)
• Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
• A Corrected Inexact Proximal Augmented Lagrangian Method with a Relative Error Criterion for a Class of Group-Quadratic Regularized Optimal Transport Problems (Q6500198) (← links)