Pages that link to "Item:Q5376998"
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The following pages link to SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS (Q5376998):
Displaying 27 items.
- Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← 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)
- Optimal dual quantizers of \(1 D\log \)-concave distributions: uniqueness and Lloyd like algorithm (Q2037064) (← links)
- Applications of weak transport theory (Q2073218) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
- Stability of martingale optimal transport and weak optimal transport (Q2117461) (← 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)
- Weak monotone rearrangement on the line (Q2183117) (← links)
- Sampling of probability measures in the convex order by Wasserstein projection (Q2227463) (← links)
- Computational methods for martingale optimal transport problems (Q2299581) (← links)
- Existence, duality, and cyclical monotonicity for weak transport costs (Q2334532) (← links)
- ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
- Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics (Q4987713) (← links)
- Martingale transport with homogeneous stock movements (Q4991072) (← links)
- Robust statistical arbitrage strategies (Q4991081) (← links)
- Quantization and martingale couplings (Q5026465) (← links)
- Approximation of optimal transport problems with marginal moments constraints (Q5145096) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- Tightening robust price bounds for exotic derivatives (Q5212058) (← links)
- Weak transport for non‐convex costs and model‐independence in a fixed‐income market (Q6054386) (← links)
- Lipschitz continuity of the Wasserstein projections in the convex order on the line (Q6110559) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- Functional convex order for the scaled McKean-Vlasov processes (Q6179331) (← links)
- An optimal transport-based characterization of convex order (Q6184350) (← links)
- A Corrected Inexact Proximal Augmented Lagrangian Method with a Relative Error Criterion for a Class of Group-Quadratic Regularized Optimal Transport Problems (Q6500198) (← links)
