Pages that link to "Item:Q483935"
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The following pages link to Robust pricing and hedging of double no-touch options (Q483935):
Displaying 50 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
- A trajectorial interpretation of Doob's martingale inequalities (Q363856) (← links)
- Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
- Robust hedging with proportional transaction costs (Q468414) (← links)
- Martingale optimal transport in the Skorokhod space (Q492958) (← 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)
- Continuous-time trading and the emergence of probability (Q693028) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Robust bounds for the American put (Q1739057) (← links)
- Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
- A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Computational methods for martingale optimal transport problems (Q2299581) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
- On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- Irreducible convex paving for decomposition of multidimensional martingale transport plans (Q2421828) (← links)
- A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
- The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk (Q2798586) (← links)
- A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994) (← links)
- UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME (Q2799995) (← links)
- MODEL-INDEPENDENT NO-ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS (Q2800003) (← links)
- Processes That Can Be Embedded in a Geometric Brownian Motion (Q2811893) (← links)
- Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
- On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
- ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS (Q2927953) (← links)
- ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← links)
- Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics (Q4987713) (← links)
- A forward equation for barrier options under the Brunick & Shreve Markovian projection (Q5001174) (← links)
- Robust deep hedging (Q5092659) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- Robust Framework for Quantifying the Value of Information in Pricing and Hedging (Q5112530) (← links)
- The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
- NO-ARBITRAGE BOUNDS ON TWO ONE-TOUCH OPTIONS (Q5256840) (← links)
