Pages that link to "Item:Q3061148"

The following pages link to The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices (Q3061148):

Displaying 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)