Pages that link to "Item:Q3465124"
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The following pages link to Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124):
Displaying 15 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- A trajectorial interpretation of Doob's martingale inequalities (Q363856) (← links)
- Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- Robust bounds for the American put (Q1739057) (← links)
- The minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Robust pricing and hedging around the globe (Q2299582) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- Martingale inequalities and deterministic counterparts (Q2514287) (← links)
- Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
- Equivalent supermartingale densities and measures in discrete time infinite horizon market models (Q3556748) (← links)
- Neural network approximation for superhedging prices (Q6054449) (← links)
- Cautious stochastic choice, optimal stopping and deliberate randomization (Q6107383) (← links)