Pages that link to "Item:Q1681599"
From MaRDI portal
The following pages link to Complete duality for martingale optimal transport on the line (Q1681599):
Displaying 17 items.
- A non‐linear monotonicity principle and applications to Schrödinger‐type problems (Q6048892) (← links)
- Limits of semistatic trading strategies (Q6054450) (← links)
- Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
- Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces (Q6126809) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
- A strong duality principle for equivalence couplings and total variation (Q6136822) (← links)
- Continuity of the martingale optimal transport problem on the real line (Q6138920) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
- An optimal transport-based characterization of convex order (Q6184350) (← links)
- Finitely additive mass transportation (Q6565303) (← links)
- A multi-marginal c-convex duality theorem for martingale optimal transport (Q6569444) (← links)
- The most exciting game (Q6597221) (← links)
- Some duality results for equivalence couplings and total variation (Q6597233) (← links)
- Connecting GANs, mean-field games, and optimal transport (Q6598422) (← links)
- Improved robust price bounds for multi-asset derivatives under market-implied dependence information (Q6619585) (← links)
- On Strassen's theorem for support functions (Q6628944) (← links)