Pages that link to "Item:Q3061148"
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The following pages link to The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices (Q3061148):
Displayed 50 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- Gambling in contests with random initial law (Q259573) (← links)
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- On the Monge-Kantorovich problem with additional linear constraints (Q268073) (← links)
- On a problem of optimal transport under marginal martingale constraints (Q272939) (← links)
- An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
- A trajectorial interpretation of Doob's martingale inequalities (Q363856) (← links)
- A model-free no-arbitrage price bound for variance options (Q373003) (← links)
- Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- A Dubins type solution to the Skorokhod embedding problem (Q426682) (← links)
- Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
- On pathwise counterparts of Doob's maximal inequalities (Q492170) (← 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)
- Robust hedging of options on a leveraged exchange traded fund (Q670750) (← 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)
- Embedding laws in diffusions by functions of time (Q888534) (← links)
- Canonical supermartingale couplings (Q1621445) (← 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)
- 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)
- Structure of optimal martingale transport plans in general dimensions (Q1731886) (← links)
- Robust bounds for the American put (Q1739057) (← links)
- Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
- Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← links)
- Distributional compatibility for change of measures (Q1999603) (← 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)
- Transport plans with domain constraints (Q2045149) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- The directional optimal transport (Q2135274) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- Superreplication under model uncertainty in discrete time (Q2255006) (← 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)
- Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
- Robust pricing and hedging around the globe (Q2299582) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
- On Skorokhod embeddings and Poisson equations (Q2330463) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)