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A stochastic control approach to No-Arbitrage bounds given marginals, with an application to Lookback options
Citations
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Cited by:
- Alfred Galichon, 2021. "The Unreasonable Effectiveness of Optimal Transport in Economics," SciencePo Working papers Main hal-03936221, HAL.
- Anton Kolotilin & Roberto Corrao & Alexander Wolitzky, 2022.
"Persuasion with Non-Linear Preferences,"
Papers
2206.09164, arXiv.org, revised Aug 2022.
- Anton Kolotilin & Roberto Corrao & Alexander Wolitzky, 2023. "Persuasion with Non-Linear Preferences," Discussion Papers 2023-07, School of Economics, The University of New South Wales.
- Anton Kolotilin & Roberto Corrao & Alexander Wolitzky, 2025.
"Persuasion and Matching: Optimal Productive Transport,"
Journal of Political Economy, University of Chicago Press, vol. 133(4), pages 1334-1381.
- Anton Kolotilin & Roberto Corrao & Alexander Wolitzky, 2023. "Persuasion and Matching: Optimal Productive Transport," Discussion Papers 2023-12, School of Economics, The University of New South Wales.
- Anton Kolotilin & Roberto Corrao & Alexander Wolitzky, 2023. "Persuasion and Matching: Optimal Productive Transport," Papers 2311.02889, arXiv.org.
- Julio Backhoff & Gregoire Loeper & Jan Obloj, 2024. "Geometric Martingale Benamou-Brenier transport and geometric Bass martingales," Papers 2406.04016, arXiv.org, revised Feb 2025.
- Daniel Owusu Adu & Bahman Gharesifard, 2024. "Robust Matching for Teams," Journal of Optimization Theory and Applications, Springer, vol. 200(2), pages 501-523, February.
- Ariel Neufeld & Antonis Papapantoleon & Qikun Xiang, 2023. "Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation," Management Science, INFORMS, vol. 69(4), pages 2051-2068, April.
- Tongseok Lim, 2023. "Replication of financial derivatives under extreme market models given marginals," Papers 2307.00807, arXiv.org.
- Alessandro Doldi & Marco Frittelli, 2023. "Entropy martingale optimal transport and nonlinear pricing–hedging duality," Finance and Stochastics, Springer, vol. 27(2), pages 255-304, April.
- Huy N. Chau & Masaaki Fukasawa & Miklós Rásonyi, 2022. "Super‐replication with transaction costs under model uncertainty for continuous processes," Mathematical Finance, Wiley Blackwell, vol. 32(4), pages 1066-1085, October.
- Linn Engstrom & Sigrid Kallblad & Johan Karlsson, 2024. "Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport," Papers 2406.09959, arXiv.org, revised Mar 2025.
- Benjamin Jourdain & Gudmund Pammer, 2023. "An extension of martingale transport and stability in robust finance," Papers 2304.09551, arXiv.org.
- Beatrice Acciaio & Antonio Marini & Gudmund Pammer, 2023. "Calibration of the Bass Local Volatility model," Papers 2311.14567, arXiv.org.
- Alessandro Doldi & Marco Frittelli & Emanuela Rosazza Gianin, 2024. "On entropy martingale optimal transport theory," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 47(1), pages 1-42, June.
- Julio Backhoff-Veraguas & Gudmund Pammer & Walter Schachermayer, 2024. "The Gradient Flow of the Bass Functional in Martingale Optimal Transport," Papers 2407.18781, arXiv.org.
- Marcel Nutz & Johannes Wiesel, 2024. "On the Martingale Schr\"odinger Bridge between Two Distributions," Papers 2401.05209, arXiv.org.
- David Hobson & Dominykas Norgilas, 2025. "Model-independent upper bounds for the prices of Bermudan options with convex payoffs," Papers 2503.13328, arXiv.org, revised Mar 2025.
- Julien Guyon, 2024. "Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle," Finance and Stochastics, Springer, vol. 28(1), pages 27-79, January.
- Marcel Nutz & Johannes Wiesel & Long Zhao, 2023. "Martingale Schrödinger bridges and optimal semistatic portfolios," Finance and Stochastics, Springer, vol. 27(1), pages 233-254, January.
- Alexander M. G. Cox & Annemarie M. Grass, 2023. "Robust option pricing with volatility term structure -- An empirical study for variance options," Papers 2312.09201, arXiv.org.
- Tongseok Lim, 2023. "Optimal exercise decision of American options under model uncertainty," Papers 2310.14473, arXiv.org, revised Nov 2023.
- Daniel Krv{s}ek & Gudmund Pammer, 2024. "General duality and dual attainment for adapted transport," Papers 2401.11958, arXiv.org, revised Nov 2024.
- Wiesel Johannes & Zhang Erica, 2023. "An optimal transport-based characterization of convex order," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-15, January.
- Joshua Zoen-Git Hiew & Tongseok Lim & Brendan Pass & Marcelo Cruz de Souza, 2023. "Geometry of vectorial martingale optimal transport and robust option pricing," Papers 2309.04947, arXiv.org, revised Sep 2023.
- Marcel Nutz & Johannes Wiesel & Long Zhao, 2023. "Limits of semistatic trading strategies," Mathematical Finance, Wiley Blackwell, vol. 33(1), pages 185-205, January.
- Alfred Galichon, 2021. "The Unreasonable Effectiveness of Optimal Transport in Economics," Working Papers hal-03936221, HAL.
- Haiyan Liu & Bin Wang & Ruodu Wang & Sheng Chao Zhuang, 2023. "Distorted optimal transport," Papers 2308.11238, arXiv.org, revised May 2025.