Abstracts

In this talk we will give an eclectic survey of {\em robust} or {\em model-independent} hedging and pricing.
Topics covered will include connections with questions of no-arbitrage in call prices, the Skorokhod embedding problem, martingale inequalities, martingale versions of the Monge-Kantorovich optimal transport problem and PCOCs (Processus Croissant pour l'Ordre Convexe).