Pages that link to "Item:Q1872282"

The following pages link to The minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282):

Displaying 20 items.

• An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
• Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
• Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
• A Dubins type solution to the Skorokhod embedding problem (Q426682) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• Martingale optimal transport in the Skorokhod space (Q492958) (← links)
• Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
• Model-independent hedging strategies for variance swaps (Q693029) (← links)
• A construction of the left-curtain coupling (Q2105148) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
• Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
• Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
• Hedging variance options on continuous semimartingales (Q2430256) (← links)
• A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994) (← links)
• Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
• On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
• Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
• ROBUST BOUNDS FOR FORWARD START OPTIONS (Q4906538) (← links)
• GAMBLING IN CONTESTS WITH REGRET (Q5739195) (← links)