Liu, Guoqing; Li, Wenbo V. Variance bounds for functions of unimodal random variable. (English) Zbl 07710565 Commun. Stat., Theory Methods 52, No. 14, 4765-4772 (2023). MSC: 60C05 65K10 49M29 PDFBibTeX XMLCite \textit{G. Liu} and \textit{W. V. Li}, Commun. Stat., Theory Methods 52, No. 14, 4765--4772 (2023; Zbl 07710565) Full Text: DOI
De Marco, Stefano; Henry-Labordère, Pierre Linking vanillas and VIX options: a constrained martingale optimal transport problem. (English) Zbl 1386.91138 SIAM J. Financ. Math. 6, 1171-1194 (2015). Reviewer: Pavel Stoynov (Sofia) MSC: 91G20 49N15 90C05 90C34 90C46 PDFBibTeX XMLCite \textit{S. De Marco} and \textit{P. Henry-Labordère}, SIAM J. Financ. Math. 6, 1171--1194 (2015; Zbl 1386.91138) Full Text: DOI Link
de Vylder, F. Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints. (English) Zbl 0488.49030 Insur. Math. Econ. 1, 109-130 (1982). MSC: 49Q20 49J27 52A20 26B25 90C55 90C25 49J45 28B99 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 1, 109--130 (1982; Zbl 0488.49030) Full Text: DOI