Pages that link to "Item:Q1681599"
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The following pages link to Complete duality for martingale optimal transport on the line (Q1681599):
Displaying 50 items.
- Change of numeraire in the two-marginals martingale transport problem (Q522059) (← links)
- Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- Geometry of distribution-constrained optimal stopping problems (Q1626603) (← links)
- Constrained optimal transport (Q1702545) (← links)
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
- Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Distributional compatibility for change of measures (Q1999603) (← links)
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- A new family of one dimensional martingale couplings (Q2024524) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
- An optimal transport problem with backward martingale constraints motivated by insider trading (Q2117442) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) (Q2135494) (← 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)
- All adapted topologies are equal (Q2210750) (← links)
- Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
- Conditional nonlinear expectations (Q2289810) (← 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)
- Existence, duality, and cyclical monotonicity for weak transport costs (Q2334532) (← links)
- Bounds for VIX futures given S{\&}P 500 smiles (Q2364530) (← links)
- Dual attainment for the martingale transport problem (Q2419652) (← links)
- Irreducible convex paving for decomposition of multidimensional martingale transport plans (Q2421828) (← 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)
- ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
- Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
- A pointwise bipolar theorem (Q4621359) (← links)
- Shadow couplings (Q4992380) (← links)
- Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
- Distributionally Robust Inventory Control When Demand Is a Martingale (Q5868962) (← links)
- A non‐linear monotonicity principle and applications to Schrödinger‐type problems (Q6048892) (← links)
- Limits of semistatic trading strategies (Q6054450) (← links)
- Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
- Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces (Q6126809) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
- A strong duality principle for equivalence couplings and total variation (Q6136822) (← links)
- Continuity of the martingale optimal transport problem on the real line (Q6138920) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
