Pages that link to "Item:Q354188"

The following pages link to Model-independent bounds for option prices -- a mass transport approach (Q354188):

Displaying 50 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
• Model-independent superhedging under portfolio constraints (Q261914) (← links)
• On the Monge-Kantorovich problem with additional linear constraints (Q268073) (← links)
• On a problem of optimal transport under marginal martingale constraints (Q272939) (← links)
• The geometry of relative arbitrage (Q300840) (← links)
• An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
• Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
• Discrete Wasserstein barycenters: optimal transport for discrete data (Q343818) (← links)
• Multi-marginal optimal transport and multi-agent matching problems: uniqueness and structure of solutions (Q379834) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• Robust hedging with proportional transaction costs (Q468414) (← links)
• Robust price bounds for the forward starting straddle (Q486935) (← links)
• Hedging with small uncertainty aversion (Q503389) (← links)
• Model uncertainty and the pricing of American options (Q503400) (← links)
• Change of numeraire in the two-marginals martingale transport problem (Q522059) (← links)
• Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
• Pathwise stochastic integrals for model free finance (Q726748) (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
• Distribution functions, extremal limits and optimal transport (Q898076) (← 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)
• 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)
• 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)
• Exponentially concave functions and a new information geometry (Q1746149) (← links)
• Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
• Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← links)
• Risk bounds with additional information on functionals of the risk vector (Q1994041) (← 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)
• Computation of optimal transport and related hedging problems via penalization and neural networks (Q2020305) (← links)
• A new family of one dimensional martingale couplings (Q2024524) (← links)
• Geometry of Kantorovich polytopes and support of optimizers for repulsive multi-marginal optimal transport on finite state spaces (Q2033155) (← links)
• A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
• Peacock geodesics in Wasserstein space (Q2041093) (← links)
• Transport plans with domain constraints (Q2045149) (← links)
• Applications of weak transport theory (Q2073218) (← links)
• Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
• A construction of the left-curtain coupling (Q2105148) (← links)
• Martingale Schrödinger bridges and optimal semistatic portfolios (Q2111249) (← 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)
• The directional optimal transport (Q2135274) (← links)