Pages that link to "Item:Q2821807"
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The following pages link to On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807):
Displaying 18 items.
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← 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)
- Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (Q1730931) (← links)
- Monotonicity preserving transformations of MOT and SEP (Q1743337) (← 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)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
- PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
- Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
- A non‐linear monotonicity principle and applications to Schrödinger‐type problems (Q6048892) (← links)
- Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
