Pages that link to "Item:Q957523"
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The following pages link to Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523):
Displaying 30 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)
- Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- Watermark options (Q503393) (← 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)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- \(\pi \) options (Q981010) (← links)
- On an explicit Skorokhod embedding for spectrally negative Lévy processes (Q1028617) (← links)
- Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← links)
- From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← links)
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
- Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
- Embedding of Walsh Brownian motion (Q2021385) (← links)
- Stopping with expectation constraints: 3 points suffice (Q2316590) (← links)
- Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- A capped optimal stopping problem for the maximum process (Q2439470) (← links)
- A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
- Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582) (← links)
- A model-free version of the fundamental theorem of asset pricing and the super-replication theorem (Q2799994) (← links)
- Processes that can be embedded in a geometric Brownian motion (Q2811893) (← 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)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
