Peter Spoida

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it
• Management Science and Operations Research — 7 citations into it
• Applied Mathematics — 5 citations into it
• Economics and Econometrics — 5 citations into it

Whom Peter Spoida trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. David Hobson *
2. Jan Obłój
3. Mark H. A. Davis
4. Alexander M. G. Cox

Papers from Peter Spoida's perspective

Ordered by how strongly the researchers Peter Spoida trusts endorse each paper. Same corpus, a different order for every researcher.

1. THE RANGE OF TRADED OPTION PRICES
2. The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
3. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
4. The Skorokhod embedding problem and its offspring
5. Model-independent bounds for option prices—a mass transport approach (Finance and Stochastics)
6. ROBUST BOUNDS FOR FORWARD START OPTIONS
7. Making Markov martingales meet marginals: with explicit constructions
8. A trajectorial interpretation of Doob's martingale inequalities
9. Martingale optimal transport and robust hedging in continuous time (Probability theory and related fields)
10. Optimal transportation under controlled stochastic dynamics

Their papers

• The maximum maximum of a martingale with given $\mathbf{n}$ marginals (2012) — 61 citations