Pages that link to "Item:Q2244467"
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The following pages link to On the stability of the martingale optimal transport problem: a set-valued map approach (Q2244467):
Displaying 8 items.
- 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)
- Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) (Q2135494) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
- Robust deep hedging (Q5092659) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- On entropy martingale optimal transport theory (Q6581903) (← links)