Pages that link to "Item:Q4906538"

The following pages link to ROBUST BOUNDS FOR FORWARD START OPTIONS (Q4906538):

Displaying 50 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← 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)
• Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← 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)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• A coupling proof of convex ordering for compound distributions (Q782840) (← 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)
• 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)
• Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← links)
• A new family of one dimensional martingale couplings (Q2024524) (← 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)
• Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
• All adapted topologies are equal (Q2210750) (← links)
• Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
• Computational methods for martingale optimal transport problems (Q2299581) (← links)
• Multiperiod martingale transport (Q2301489) (← links)
• Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
• Optimal transport and Skorokhod embedding (Q2356918) (← links)
• Monotone martingale transport plans and Skorokhod embedding (Q2402432) (← links)
• Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
• Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
• Dual attainment for the martingale transport problem (Q2419652) (← links)
• Irreducible convex paving for decomposition of multidimensional martingale transport plans (Q2421828) (← links)
• A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994) (← links)
• MODEL-INDEPENDENT LOWER BOUND ON VARIANCE SWAPS (Q2831008) (← links)
• ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES (Q2862515) (← links)
• ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
• Linking Vanillas and VIX Options: A Constrained Martingale Optimal Transport Problem (Q3456842) (← links)
• Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← links)
• No-arbitrage bounds for the forward smile given marginals (Q4555138) (← links)
• Causal Transport in Discrete Time and Applications (Q4602344) (← links)