Pages that link to "Item:Q378799"

The following pages link to Optimal transportation under controlled stochastic dynamics (Q378799):

Displaying 43 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)
• Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
• Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
• Canonical supermartingale couplings (Q1621445) (← links)
• 2017 MATRIX annals (Q1755651) (← links)
• Regularity of Schrödinger's functional equation in the weak topology and moment measures (Q1996207) (← links)
• Stochastic optimal transport revisited (Q2022954) (← links)
• Stochastic optimal transport with free end time (Q2041815) (← links)
• Applications of weak transport theory (Q2073218) (← links)
• Optimal control of diffusion processes with terminal constraint in law (Q2082225) (← links)
• Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
• The directional optimal transport (Q2135274) (← links)
• Optimal position targeting via decoupling fields (Q2192736) (← links)
• The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales (Q2211341) (← links)
• Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
• Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← 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)
• Particles systems and numerical schemes for mean reflected stochastic differential equations (Q2657927) (← links)
• Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
• Optimal control of martingales in a radially symmetric environment (Q2698480) (← 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)
• Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
• Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
• Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)
• Average preserving variation processes in view of optimization (Q6038473) (← links)
• Calibration of local‐stochastic volatility models by optimal transport (Q6054403) (← links)
• Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
• Entropic Optimal Planning for Path-Dependent Mean Field Games (Q6098456) (← links)
• Interior second derivatives estimates for nonlinear diffusions (Q6160098) (← links)