The following pages link to (Q4107704):
Displayed 23 items.
- A model-free no-arbitrage price bound for variance options (Q373003) (← links)
- Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
- Ratios of partition functions for the log-gamma polymer (Q888528) (← links)
- Exact Rosenthal-type bounds (Q888535) (← links)
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
- Embedding and asymptotic expansions for martingales (Q1902865) (← links)
- Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- Minimal Root's embeddings for general starting and target distributions (Q2289795) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
- Hedging variance options on continuous semimartingales (Q2430256) (← links)
- Fake exponential Brownian motion (Q2435766) (← links)
- An optimal Skorokhod embedding for diffusions (Q2485750) (← links)
- Skorokhod embeddings, minimality and non-centred target distributions (Q2494406) (← links)
- On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
- Continuous Time Contests with Private Information (Q3186545) (← links)
- On the continuity of the root barrier (Q5081540) (← links)
- Shadows and barriers (Q6126791) (← links)