Pages that link to "Item:Q2697495"
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The following pages link to Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495):
Displaying 8 items.
- Complete duality for martingale optimal transport on the line (Q1681599) (← links)
- Computation of optimal transport and related hedging problems via penalization and neural networks (Q2020305) (← links)
- An optimal transport problem with backward martingale constraints motivated by insider trading (Q2117442) (← links)
- Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← links)
- Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← links)
- Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality (Q6341420) (← links)
- Risk measures beyond frictionless markets (Q6557369) (← links)
- On entropy martingale optimal transport theory (Q6581903) (← links)