Pages that link to "Item:Q2757315"

The following pages link to Robust hedging of barrier options. (Q2757315):

Displaying 50 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
• Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
• Model-independent superhedging under portfolio constraints (Q261914) (← links)
• An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
• A trajectorial interpretation of Doob's martingale inequalities (Q363856) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• A call on art investments (Q437102) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• Robust hedging with proportional transaction costs (Q468414) (← links)
• Robust pricing and hedging of double no-touch options (Q483935) (← links)
• Robust price bounds for the forward starting straddle (Q486935) (← links)
• Martingale optimal transport in the Skorokhod space (Q492958) (← links)
• Hedging with small uncertainty aversion (Q503389) (← links)
• Model uncertainty and the pricing of American options (Q503400) (← links)
• Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
• On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
• Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
• Model-independent hedging strategies for variance swaps (Q693029) (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
• Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523) (← links)
• Pricing and hedging power options (Q1000415) (← links)
• Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
• Robust static hedging of barrier options in stochastic volatility models (Q1044210) (← links)
• Robust hedging of the lookback option (Q1265766) (← links)
• Exploding hedging errors for digital options (Q1297920) (← links)
• Edokko options: a new framework of barrier options (Q1425573) (← links)
• Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← links)
• Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
• Robust bounds for the American put (Q1739057) (← links)
• Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
• Valuation of exotic options under shortselling constraints (Q1849790) (← links)
• The minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282) (← links)
• Conservative delta hedging. (Q1884835) (← links)
• Model-free CPPI (Q1994390) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• Robust static super-replication of barrier options (Q2272291) (← links)
• Computational methods for martingale optimal transport problems (Q2299581) (← links)
• Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
• Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
• On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
• On barrier option pricing in binomial market with transaction costs (Q2383667) (← links)
• Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
• Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
• Local time and the pricing of path-dependent options (Q2430252) (← links)
• Hedging variance options on continuous semimartingales (Q2430256) (← links)
• The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk (Q2798586) (← links)
• A model-free version of the fundamental theorem of asset pricing and the super-replication theorem (Q2799994) (← links)
• Model-independent no-arbitrage conditions on American put options (Q2800003) (← links)
• Processes that can be embedded in a geometric Brownian motion (Q2811893) (← links)