Pages that link to "Item:Q486935"

The following pages link to Robust price bounds for the forward starting straddle (Q486935):

Displaying 41 items.

• Hedging with small uncertainty aversion (Q503389) (← 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)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• Canonical supermartingale couplings (Q1621445) (← 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)
• Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← links)
• A new family of one dimensional martingale couplings (Q2024524) (← links)
• A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
• From Bachelier to Dupire via optimal transport (Q2072111) (← links)
• Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
• Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
• A construction of the left-curtain coupling (Q2105148) (← links)
• The potential of the shadow measure (Q2113271) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• All adapted topologies are equal (Q2210750) (← links)
• On the stability of the martingale optimal transport problem: a set-valued map approach (Q2244467) (← links)
• Computational methods for martingale optimal transport problems (Q2299581) (← links)
• Multiperiod martingale transport (Q2301489) (← links)
• Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
• Dual attainment for the martingale transport problem (Q2419652) (← links)
• Irreducible convex paving for decomposition of multidimensional martingale transport plans (Q2421828) (← links)
• Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
• On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
• No-arbitrage bounds for the forward smile given marginals (Q4555138) (← links)
• Robust statistical arbitrage strategies (Q4991081) (← links)
• Shadow couplings (Q4992380) (← links)
• Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions (Q5130894) (← links)
• On the support of extremal martingale measures with given marginals: the countable case (Q5203949) (← links)
• Tightening robust price bounds for exotic derivatives (Q5212058) (← links)
• SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS (Q5376998) (← links)
• Perturbation analysis of sub/super hedging problems (Q6054380) (← links)
• Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
• Continuity of the martingale optimal transport problem on the real line (Q6138920) (← links)
• On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
• Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)
• Faking Brownian motion with continuous Markov martingales (Q6181521) (← links)
• A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)