Pages that link to "Item:Q373003"

The following pages link to A model-free no-arbitrage price bound for variance options (Q373003):

Displaying 12 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
• Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• Peacock geodesics in Wasserstein space (Q2041093) (← links)
• Computational methods for martingale optimal transport problems (Q2299581) (← links)
• A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
• A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
• Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
• On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
• Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← links)
• Distribution‐constrained optimal stopping (Q5743126) (← links)
• Perturbation analysis of sub/super hedging problems (Q6054380) (← links)