Pages that link to "Item:Q2927953"

The following pages link to ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS (Q2927953):

Displaying 40 items.

• Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
• Constructing functions with prescribed pathwise quadratic variation (Q281858) (← links)
• An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• Martingale optimal transport in the Skorokhod space (Q492958) (← links)
• On a class of generalized Takagi functions with linear pathwise quadratic variation (Q499179) (← links)
• Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
• Pathwise stochastic integrals for model free finance (Q726748) (← links)
• A superhedging approach to stochastic integration (Q1630662) (← links)
• Pathwise stochastic calculus with local times (Q1635956) (← links)
• Robust pricing-hedging dualities in continuous time (Q1650938) (← 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)
• Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
• Model-free CPPI (Q1994390) (← links)
• Bilinear equations in Hilbert space driven by paths of low regularity (Q2026600) (← links)
• A general property for time aggregation (Q2030709) (← links)
• Local times and Tanaka-Meyer formulae for càdlàg paths (Q2042797) (← links)
• Quadratic variation and quadratic roughness (Q2108492) (← links)
• Quadratic variation, models, applications and lessons (Q2170296) (← links)
• Remarks on Föllmer's pathwise Itô calculus (Q2272807) (← links)
• Stochastic integration and differential equations for typical paths (Q2274218) (← links)
• Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
• Computational methods for martingale optimal transport problems (Q2299581) (← links)
• Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
• Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
• A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
• Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
• The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk (Q2798586) (← links)
• Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
• On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
• MODEL-INDEPENDENT LOWER BOUND ON VARIANCE SWAPS (Q2831008) (← links)
• ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
• Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
• Perturbation analysis of sub/super hedging problems (Q6054380) (← links)
• Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
• Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
• Itô-Föllmer calculus in Banach spaces. I: The Itô formula (Q6165993) (← links)
• A càdlàg rough path foundation for robust finance (Q6181520) (← links)
• The log‐moment formula for implied volatility (Q6187368) (← links)