Pages that link to "Item:Q4987713"
From MaRDI portal
The following pages link to Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics (Q4987713):
Displayed 5 items.
- Robust statistical arbitrage strategies (Q4991081) (← links)
- Robust deep hedging (Q5092659) (← links)
- Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
- Bounds on Choquet risk measures in finite product spaces with ambiguous marginals (Q6139264) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)