Pages that link to "Item:Q2415517"
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The following pages link to The left-curtain martingale coupling in the presence of atoms (Q2415517):
Displaying 11 items.
- Robust bounds for the American put (Q1739057) (← links)
- A construction of the left-curtain coupling (Q2105148) (← links)
- The potential of the shadow measure (Q2113271) (← links)
- On the stability of the martingale optimal transport problem: a set-valued map approach (Q2244467) (← links)
- Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306) (← links)
- ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
- Shadow couplings (Q4992380) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)
- A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)
