Pages that link to "Item:Q2664166"
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The following pages link to Martingale optimal transport duality (Q2664166):
Displaying 23 items.
- Martingale optimal transport in the Skorokhod space (Q492958) (← links)
- Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
- Complete duality for martingale optimal transport on the line (Q1681599) (← links)
- Structure of optimal martingale transport plans in general dimensions (Q1731886) (← links)
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
- An optimal transport problem with backward martingale constraints motivated by insider trading (Q2117442) (← links)
- Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
- Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) (Q2135494) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales (Q2211341) (← links)
- Pathwise superhedging on prediction sets (Q2282966) (← links)
- Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
- Representation of increasing convex functionals with countably additive measures (Q3381901) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- Weak transport for non‐convex costs and model‐independence in a fixed‐income market (Q6054386) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- Probability on submetric spaces (Q6054714) (← links)
- Stability of the weak martingale optimal transport problem (Q6139683) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- A multi-marginal c-convex duality theorem for martingale optimal transport (Q6569444) (← links)
- On entropy martingale optimal transport theory (Q6581903) (← links)
- Improved robust price bounds for multi-asset derivatives under market-implied dependence information (Q6619585) (← links)
- Lower semicontinuity of monotone functionals in the mixed topology on \(C_b\) (Q6659483) (← links)
