Pages that link to "Item:Q492958"

The following pages link to Martingale optimal transport in the Skorokhod space (Q492958):

Displaying 31 items.

• 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)
• Robust superhedging with jumps and diffusion (Q744974) (← links)
• Canonical supermartingale couplings (Q1621445) (← 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)
• Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (Q1730931) (← links)
• Structure of optimal martingale transport plans in general dimensions (Q1731886) (← links)
• Monotonicity preserving transformations of MOT and SEP (Q1743337) (← links)
• Duality for pathwise superhedging in continuous time (Q1999600) (← links)
• Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
• A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales (Q2211341) (← links)
• Robust pricing and hedging around the globe (Q2299582) (← links)
• Multiperiod martingale transport (Q2301489) (← links)
• A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
• Optimal transport and Skorokhod embedding (Q2356918) (← links)
• Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
• Martingale optimal transport duality (Q2664166) (← links)
• Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
• Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
• On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
• Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
• Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
• Robust Framework for Quantifying the Value of Information in Pricing and Hedging (Q5112530) (← links)
• Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions (Q5130894) (← links)
• Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
• Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)