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 50 items.
- Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← links)
- Superreplication under model uncertainty in discrete time (Q2255006) (← links)
- Stochastic integration and differential equations for typical paths (Q2274218) (← links)
- Pathwise superhedging on prediction sets (Q2282966) (← links)
- Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306) (← links)
- Computational methods for martingale optimal transport problems (Q2299581) (← links)
- Robust pricing and hedging around the globe (Q2299582) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- The space of outcomes of semi-static trading strategies need not be closed (Q2364534) (← links)
- Monotone martingale transport plans and Skorokhod embedding (Q2402432) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- Dual attainment for the martingale transport problem (Q2419652) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
- Utility maximization under model uncertainty in discrete time (Q2799995) (← 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)
- ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
- EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
- ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
- Linking Vanillas and VIX Options: A Constrained Martingale Optimal Transport Problem (Q3456842) (← links)
- Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Causal Transport in Discrete Time and Applications (Q4602344) (← links)
- Martingale Optimal Transport with Stopping (Q4605433) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- A pointwise bipolar theorem (Q4621359) (← links)
- BOUNDING WRONG‐WAY RISK IN CVA CALCULATION (Q4635042) (← links)
- Causal transport plans and their Monge–Kantorovich problems (Q4639179) (← links)
- BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS (Q4645329) (← links)
- Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Ampère PDE (Q4652576) (← links)
- Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics (Q4987713) (← links)
- Robust statistical arbitrage strategies (Q4991081) (← links)
- Shadow couplings (Q4992380) (← links)
- Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
- Quantization and martingale couplings (Q5026465) (← links)
- Portfolio optimization with a prescribed terminal wealth distribution (Q5068093) (← 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)
- Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions (Q5130894) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
- On Hedging American Options under Model Uncertainty (Q5258452) (← links)