Pages that link to "Item:Q737181"

The following pages link to An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181):

Displayed 29 items.

• Robust price bounds for the forward starting straddle (Q486935) ‎ (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) ‎ (← links)
• Canonical supermartingale couplings (Q1621445) ‎ (← links)
• Martingales associated to peacocks using the curtain coupling (Q1748909) ‎ (← links)
• A new family of one dimensional martingale couplings (Q2024524) ‎ (← links)
• The Markov-quantile process attached to a family of marginals (Q2065092) ‎ (← 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)
• Martingale Wasserstein inequality for probability measures in the convex order (Q2136998) ‎ (← links)
• Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) ‎ (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) ‎ (← links)
• Multiperiod martingale transport (Q2301489) ‎ (← links)
• Arbitrage and duality in nondominated discrete-time models (Q2341632) ‎ (← links)
• Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) ‎ (← links)
• On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) ‎ (← links)
• ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) ‎ (← links)
• Shadow couplings (Q4992380) ‎ (← links)
• Quantization and martingale couplings (Q5026465) ‎ (← links)
• Portfolio optimization with a prescribed terminal wealth distribution (Q5068093) ‎ (← links)
• On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) ‎ (← links)
• Tightening robust price bounds for exotic derivatives (Q5212058) ‎ (← links)
• Peacocks Parametrised by a Partially Ordered Set (Q5270094) ‎ (← links)
• Perturbation analysis of sub/super hedging problems (Q6054380) ‎ (← links)
• Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) ‎ (← links)
• One Dimensional Martingale Rearrangement Couplings (Q6175891) ‎ (← links)