Pages that link to "Item:Q466902"
From MaRDI portal
The following pages link to Martingale optimal transport and robust hedging in continuous time (Q466902):
Displayed 50 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- Consistent price systems under model uncertainty (Q261917) (← links)
- On a problem of optimal transport under marginal martingale constraints (Q272939) (← links)
- An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
- Robust hedging with proportional transaction costs (Q468414) (← links)
- Robust price bounds for the forward starting straddle (Q486935) (← links)
- Martingale optimal transport in the Skorokhod space (Q492958) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Model uncertainty and the pricing of American options (Q503400) (← links)
- Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
- Change of numeraire in the two-marginals martingale transport problem (Q522059) (← links)
- Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
- Pathwise stochastic integrals for model free finance (Q726748) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
- Canonical supermartingale couplings (Q1621445) (← 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)
- Structure of optimal martingale transport plans in general dimensions (Q1731886) (← links)
- Robust bounds for the American put (Q1739057) (← links)
- Monotonicity preserving transformations of MOT and SEP (Q1743337) (← links)
- Exponentially concave functions and a new information geometry (Q1746149) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- 2017 MATRIX annals (Q1755651) (← links)
- Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- Arbitrage-free modeling under Knightian uncertainty (Q2024114) (← links)
- A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
- Peacock geodesics in Wasserstein space (Q2041093) (← links)
- Transport plans with domain constraints (Q2045149) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
- Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- The directional optimal transport (Q2135274) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- Fundamental properties of process distances (Q2196379) (← links)
- All adapted topologies are equal (Q2210750) (← links)
- Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← links)
- Superreplication under model uncertainty in discrete time (Q2255006) (← links)
- Stochastic integration and differential equations for typical paths (Q2274218) (← links)
- Pathwise superhedging on prediction sets (Q2282966) (← links)