Pages that link to "Item:Q3074989"
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The following pages link to Robust Hedging of Double Touch Barrier Options (Q3074989):
Displaying 40 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
- Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
- Probabilistic aspects of finance (Q373529) (← 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)
- Martingale optimal transport in the Skorokhod space (Q492958) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
- Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
- Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
- Model-free CPPI (Q1994390) (← links)
- Design of green bonds by double-barrier options (Q2182829) (← links)
- Robust static super-replication of barrier options (Q2272291) (← links)
- Computational methods for martingale optimal transport problems (Q2299581) (← 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)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← 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)
- Arbitrage bounds for prices of weighted variance swaps (Q2927953) (← links)
- HEDGING DOUBLE BARRIERS WITH SINGLES (Q3023924) (← links)
- Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741) (← links)
- Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← links)
- Model-Free Portfolio Theory and Its Functional Master Formula (Q4553804) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- ROBUST BOUNDS FOR FORWARD START OPTIONS (Q4906538) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- Robust Framework for Quantifying the Value of Information in Pricing and Hedging (Q5112530) (← links)
- Investing and Stopping (Q5176508) (← links)
- NO-ARBITRAGE BOUNDS ON TWO ONE-TOUCH OPTIONS (Q5256840) (← links)
- PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS (Q5389100) (← links)
- DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS (Q5411740) (← links)
- Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
- PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067) (← links)
- On entropy martingale optimal transport theory (Q6581903) (← links)