Pages that link to "Item:Q1731886"
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The following pages link to Structure of optimal martingale transport plans in general dimensions (Q1731886):
Displaying 36 items.
- Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference (Q828049) (← links)
- Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← links)
- A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
- Kantorovich problems with a parameter and density constraints (Q2071582) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
- An optimal transport problem with backward martingale constraints motivated by insider trading (Q2117442) (← links)
- Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) (Q2135494) (← links)
- Martingale Wasserstein inequality for probability measures in the convex order (Q2136998) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
- Computational methods for martingale optimal transport problems (Q2299581) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
- Dual attainment for the martingale transport problem (Q2419652) (← links)
- PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
- Irreducible convex paving for decomposition of multidimensional martingale transport plans (Q2421828) (← links)
- Optimal control of martingales in a radially symmetric environment (Q2698480) (← links)
- Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
- Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics (Q4987713) (← links)
- Martingale transport with homogeneous stock movements (Q4991072) (← links)
- Quantization and martingale couplings (Q5026465) (← links)
- Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions (Q5130894) (← links)
- Tightening robust price bounds for exotic derivatives (Q5212058) (← links)
- A new class of costs for optimal transport planning (Q5242588) (← links)
- Optimal transportation, modelling and numerical simulation (Q5887829) (← links)
- Applications of Strassen's theorem and Choquet theory to optimal transport problems, to uniformly convex functions and to uniformly smooth functions (Q6097522) (← links)
- Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
- Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces (Q6126809) (← links)
- Stability of the weak martingale optimal transport problem (Q6139683) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
- A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)
- The Stefan problem and free targets of optimal Brownian martingale transport (Q6590460) (← links)