Pages that link to "Item:Q466902"
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The following pages link to Martingale optimal transport and robust hedging in continuous time (Q466902):
Displaying 19 items.
- Distributionally Robust Inventory Control When Demand Is a Martingale (Q5868962) (← links)
- Average preserving variation processes in view of optimization (Q6038473) (← links)
- Strategic Execution Trajectories (Q6040003) (← links)
- Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
- Weak transport for non‐convex costs and model‐independence in a fixed‐income market (Q6054386) (← links)
- Calibration of local‐stochastic volatility models by optimal transport (Q6054403) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
- Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
- Stability of the weak martingale optimal transport problem (Q6139683) (← links)
- Toric geometry of entropic regularization (Q6170808) (← links)
- A càdlàg rough path foundation for robust finance (Q6181520) (← links)
- On entropy martingale optimal transport theory (Q6581903) (← links)
- On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)
- The Stefan problem and free targets of optimal Brownian martingale transport (Q6590460) (← links)
- Connecting GANs, mean-field games, and optimal transport (Q6598422) (← links)
- Improved robust price bounds for multi-asset derivatives under market-implied dependence information (Q6619585) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)
