Pages that link to "Item:Q1265766"
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The following pages link to Robust hedging of the lookback option (Q1265766):
Displaying 50 items.
- A construction of the left-curtain coupling (Q2105148) (← links)
- Martingale Schrödinger bridges and optimal semistatic portfolios (Q2111249) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
- Superreplication under model uncertainty in discrete time (Q2255006) (← links)
- Pathwise superhedging on prediction sets (Q2282966) (← links)
- Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306) (← links)
- Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
- Computational methods for martingale optimal transport problems (Q2299581) (← links)
- Robust pricing and hedging around the globe (Q2299582) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- On Skorokhod embeddings and Poisson equations (Q2330463) (← 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)
- An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← 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)
- Hedging variance options on continuous semimartingales (Q2430256) (← links)
- A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
- Pathwise superhedging under proportional transaction costs (Q2675368) (← links)
- Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
- Robust hedging of barrier options. (Q2757315) (← links)
- Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582) (← links)
- A model-free version of the fundamental theorem of asset pricing and the super-replication theorem (Q2799994) (← 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)
- Model-independent lower bound on variance swaps (Q2831008) (← links)
- Arbitrage bounds for prices of weighted variance swaps (Q2927953) (← links)
- ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
- (Q3120795) (← links)
- Static-arbitrage upper bounds for the prices of basket options (Q3375374) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← links)
- General Lower Bounds for Arithmetic Asian Option Prices (Q3502206) (← links)
- Portfolio sensitivity to changes in the maximum and the maximum drawdown (Q3577150) (← links)
- Static Hedging of Barrier Options with a Smile: An Inverse Problem (Q4421087) (← links)
- No-arbitrage bounds for the forward smile given marginals (Q4555138) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS (Q4645329) (← links)
- (Q4718251) (← links)
- ROBUST BOUNDS FOR FORWARD START OPTIONS (Q4906538) (← links)