The following pages link to Multiperiod martingale transport (Q2301489):
Displaying 20 items.
- On a problem of optimal transport under marginal martingale constraints (Q272939) (← links)
- Change of numeraire in the two-marginals martingale transport problem (Q522059) (← links)
- Monotonicity preserving transformations of MOT and SEP (Q1743337) (← links)
- Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← 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)
- Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
- Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306) (← links)
- Monotone martingale transport plans and Skorokhod embedding (Q2402432) (← links)
- Irreducible convex paving for decomposition of multidimensional martingale transport plans (Q2421828) (← links)
- ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
- Shadow couplings (Q4992380) (← 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)
- Connecting GANs, mean-field games, and optimal transport (Q6598422) (← links)
