Pages that link to "Item:Q1265766"

The following pages link to Robust hedging of the lookback option (Q1265766):

Displaying 50 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
• Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
• Model-independent superhedging under portfolio constraints (Q261914) (← 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)
• Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
• A model-free no-arbitrage price bound for variance options (Q373003) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• Robust hedging with proportional transaction costs (Q468414) (← links)
• Robust pricing and hedging of double no-touch options (Q483935) (← links)
• Robust price bounds for the forward starting straddle (Q486935) (← links)
• Martingale optimal transport in the Skorokhod space (Q492958) (← links)
• Hedging with small uncertainty aversion (Q503389) (← links)
• Model uncertainty and the pricing of American options (Q503400) (← links)
• Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
• Change of numeraire in the two-marginals martingale transport problem (Q522059) (← links)
• Recovering a time-homogeneous stock price process from perpetual option prices (Q549870) (← links)
• Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
• Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
• Continuous-time trading and the emergence of probability (Q693028) (← links)
• Model-independent hedging strategies for variance swaps (Q693029) (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
• Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
• An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
• Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523) (← links)
• Volatility misspecification, option pricing and superreplication via coupling (Q1296625) (← links)
• Canonical supermartingale couplings (Q1621445) (← links)
• Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← 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)
• The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← 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)
• Robust bounds for the American put (Q1739057) (← links)
• Applications of pathwise Burkholder-Davis-Gundy inequalities (Q1750083) (← links)
• Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864) (← links)
• The Azéma-Yor embedding in non-singular diffusions. (Q1766021) (← links)
• The minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282) (← links)
• Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
• Efficient hedging of options with probabilistic Haar wavelets (Q1952693) (← links)
• Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← links)
• Duality for pathwise superhedging in continuous time (Q1999600) (← links)
• Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
• A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (Q2034828) (← links)
• Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty (Q2094856) (← links)
• Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
• A construction of the left-curtain coupling (Q2105148) (← links)