Pages that link to "Item:Q2419652"

The following pages link to Dual attainment for the martingale transport problem (Q2419652):

Displaying 19 items.

• Complete duality for martingale optimal transport on the line (Q1681599) (← links)
• A new family of one dimensional martingale couplings (Q2024524) (← links)
• A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• Martingale Wasserstein inequality for probability measures in the convex order (Q2136998) (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
• Computational methods for martingale optimal transport problems (Q2299581) (← links)
• On the existence of dual solutions for Lorentzian cost functions (Q2305819) (← links)
• Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
• ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
• A generalized dual maximizer for the Monge–Kantorovich transport problem (Q4921833) (← links)
• CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS (Q4994444) (← links)
• A new class of costs for optimal transport planning (Q5242588) (← 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)
• On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
• One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
• Robust matching for teams (Q6191110) (← links)
• A multi-marginal c-convex duality theorem for martingale optimal transport (Q6569444) (← links)