Pages that link to "Item:Q2356918"
From MaRDI portal
The following pages link to Optimal transport and Skorokhod embedding (Q2356918):
Displaying 50 items.
- Skorokhod embeddings for two-sided Markov chains (Q292133) (← links)
- Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
- Conformal Skorokhod embeddings and related extremal problems (Q782835) (← 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)
- From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← 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)
- Structure of optimal martingale transport plans in general dimensions (Q1731886) (← links)
- Monotonicity preserving transformations of MOT and SEP (Q1743337) (← links)
- Martingales associated to peacocks using the curtain coupling (Q1748909) (← links)
- Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← links)
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- Embedding of Walsh Brownian motion (Q2021385) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
- Stochastic optimal transport with free end time (Q2041815) (← links)
- Applications of weak transport theory (Q2073218) (← links)
- Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
- A construction of the left-curtain coupling (Q2105148) (← links)
- Entropic optimal transport: geometry and large deviations (Q2105212) (← links)
- Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- Stability of entropic optimal transport and Schrödinger bridges (Q2165533) (← links)
- A dynamic programming approach to distribution-constrained optimal stopping (Q2170365) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- Fundamental properties of process distances (Q2196379) (← links)
- All adapted topologies are equal (Q2210750) (← links)
- Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
- Two explicit Skorokhod embeddings for simple symmetric random walk (Q2274306) (← links)
- Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306) (← links)
- Minimal Root's embeddings for general starting and target distributions (Q2289795) (← links)
- Mean residual life processes and associated submartingales (Q2297315) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (Q2309594) (← links)
- Stopping with expectation constraints: 3 points suffice (Q2316590) (← links)
- A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
- Existence, duality, and cyclical monotonicity for weak transport costs (Q2334532) (← links)
- Monotone martingale transport plans and Skorokhod embedding (Q2402432) (← links)
- Weak decreasing stochastic order (Q2405918) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- Dual attainment for the martingale transport problem (Q2419652) (← links)
- PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
- Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
- On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
- Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
- Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
