Pages that link to "Item:Q373003"

The following pages link to A model-free no-arbitrage price bound for variance options (Q373003):

Displaying 17 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
• Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
• Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• An arbitrage-free approach to quasi-option value (Q1268491) (← links)
• Peacock geodesics in Wasserstein space (Q2041093) (← links)
• Arbitrage-free market models for option prices: the multi-strike case (Q2271718) (← links)
• Computational methods for martingale optimal transport problems (Q2299581) (← links)
• A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
• A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
• Optimal Skorokhod embedding under finitely many marginal constraints (Q2818217) (← links)
• On the monotonicity principle of optimal Skorokhod embedding problem (Q2821807) (← links)
• Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← links)
• No-arbitrage bounds for the forward smile given marginals (Q4555138) (← links)
• (Q5254656) (← links)
• Distribution‐constrained optimal stopping (Q5743126) (← links)
• Perturbation analysis of sub/super hedging problems (Q6054380) (← links)