Pages that link to "Item:Q309163"

The following pages link to An explicit martingale version of the one-dimensional Brenier theorem (Q309163):

Displaying 44 items.

• Change of numeraire in the two-marginals martingale transport problem (Q522059) (← links)
• Canonical supermartingale couplings (Q1621445) (← links)
• Robust bounds for the American put (Q1739057) (← links)
• Monotonicity preserving transformations of MOT and SEP (Q1743337) (← links)
• Martingales associated to peacocks using the curtain coupling (Q1748909) (← links)
• A new family of one dimensional martingale couplings (Q2024524) (← links)
• A solution to the Monge transport problem for Brownian martingales (Q2039418) (← 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)
• The potential of the shadow measure (Q2113271) (← links)
• An optimal transport problem with backward martingale constraints motivated by insider trading (Q2117442) (← links)
• Martingale Wasserstein inequality for probability measures in the convex order (Q2136998) (← links)
• Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
• Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
• Sampling of probability measures in the convex order by Wasserstein projection (Q2227463) (← links)
• Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← 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)
• Multiperiod martingale transport (Q2301489) (← links)
• Monotone martingale transport plans and Skorokhod embedding (Q2402432) (← links)
• ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
• Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
• No-arbitrage bounds for the forward smile given marginals (Q4555138) (← links)
• Shadow couplings (Q4992380) (← links)
• CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS (Q4994444) (← links)
• Pricing Variance Swaps on Time-Changed Markov Processes (Q4999901) (← links)
• Quantization and martingale couplings (Q5026465) (← links)
• On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
• On the support of extremal martingale measures with given marginals: the countable case (Q5203949) (← links)
• Tightening robust price bounds for exotic derivatives (Q5212058) (← links)
• Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
• Root to Kellerer (Q5270093) (← links)
• SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS (Q5376998) (← links)
• Perturbation analysis of sub/super hedging problems (Q6054380) (← links)
• Calibration of local‐stochastic volatility models by optimal transport (Q6054403) (← links)
• Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces (Q6126809) (← links)
• Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
• On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
• One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
• Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)
• A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)
• Non-decreasing martingale couplings (Q6670341) (← links)