The following pages link to 2017 MATRIX annals (Q1755651):
Displaying 12 items.
- 2016 MATRIX annals (Q1692411) (← links)
- (Q2001220) (redirect page) (← links)
- Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
- Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
- Robust and accurate construction of the local volatility surface using the Black-Scholes equation (Q2145459) (← links)
- Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← links)
- A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
- Joint Modeling and Calibration of SPX and VIX by Optimal Transport (Q5019589) (← links)
- Portfolio optimization with a prescribed terminal wealth distribution (Q5068093) (← links)
- Calibration of local‐stochastic volatility models by optimal transport (Q6054403) (← links)
- Interior second derivatives estimates for nonlinear diffusions (Q6160098) (← links)
- Improved robust price bounds for multi-asset derivatives under market-implied dependence information (Q6619585) (← links)
