References

• 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
• 1994A general version of the fundamental theorem of asset pricing1,447 cited
• 1995Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market649 cited
• 2016MODEL-INDEPENDENT BOUNDS FOR OPTION PRICES: A MASS TRANSPORT APPROACH358 cited
• 1998Robust hedging of the lookback option279 cited
• 2014A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options243 cited
• 2015Arbitrage and duality in nondominated discrete-time models240 cited
• 2010The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices224 cited
• 2013Martingale optimal transport and robust hedging in continuous time218 cited
• 1996Lectures on the Mathematics of Finance180 cited
• 2001Robust Hedging of Barrier Options177 cited
• 2013A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM177 cited
• 2011Robust pricing and hedging of double no-touch options140 cited
• 2001A teacher’s note on no-arbitrage criteria127 cited
• 2013Optimal transportation under controlled stochastic dynamics