Pages that link to "Item:Q2402432"
From MaRDI portal
The following pages link to Monotone martingale transport plans and Skorokhod embedding (Q2402432):
Displaying 27 items.
- Canonical supermartingale couplings (Q1621445) (← links)
- Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854) (← links)
- Structure of optimal martingale transport plans in general dimensions (Q1731886) (← links)
- Robust bounds for the American put (Q1739057) (← links)
- Monotonicity preserving transformations of MOT and SEP (Q1743337) (← links)
- Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
- A construction of the left-curtain coupling (Q2105148) (← links)
- The potential of the shadow measure (Q2113271) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- On the stability of the martingale optimal transport problem: a set-valued map approach (Q2244467) (← links)
- Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
- PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
- On the monotonicity principle of optimal Skorokhod embedding problem (Q2821807) (← links)
- Shadow couplings (Q4992380) (← links)
- Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions (Q5130894) (← links)
- Approximation of optimal transport problems with marginal moments constraints (Q5145096) (← links)
- Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
- Optimal transportation, modelling and numerical simulation (Q5887829) (← links)
- Shadows and barriers (Q6126791) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
- Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)
- A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)
