Pages that link to "Item:Q378799"
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The following pages link to Optimal transportation under controlled stochastic dynamics (Q378799):
Displayed 21 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- A model-free no-arbitrage price bound for variance options (Q373003) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- 2017 MATRIX annals (Q1755651) (← links)
- An intrinsic calculus of variations for functionals of laws of semi-martingales (Q2274249) (← links)
- Regularity of Schrödinger's functional equation and mean field PDEs for h-path processes (Q2280157) (← links)
- Pathwise superhedging on prediction sets (Q2282966) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Kantorovich duality for general transport costs and applications (Q2407214) (← 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)
- Symmetries and Martingales in a Stochastic Model for the Navier-Stokes Equation (Q2832856) (← links)
- Two End Points Marginal Problem by Stochastic Optimal Transportation (Q2942285) (← links)
- Causal transport plans and their Monge–Kantorovich problems (Q4639179) (← links)
- Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
- Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)