Pages that link to "Item:Q2024524"

The following pages link to A new family of one dimensional martingale couplings (Q2024524):

Displaying 13 items.

• Martingale families and dimension in P (Q930913) (← links)
• Martingales associated to peacocks using the curtain coupling (Q1748909) (← links)
• Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
• Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← 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)
• 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)
• Shadow couplings (Q4992380) (← links)
• Quantization and martingale couplings (Q5026465) (← links)
• Continuity of the martingale optimal transport problem on the real line (Q6138920) (← links)
• One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
• Non-decreasing martingale couplings (Q6670341) (← links)