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Peacock geodesics in Wasserstein space - MaRDI portal

Peacock geodesics in Wasserstein space (Q2041093)

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scientific article; zbMATH DE number 7371915
Language Label Description Also known as
English
Peacock geodesics in Wasserstein space
scientific article; zbMATH DE number 7371915

    Statements

    title
    Peacock geodesics in Wasserstein space (English)
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    author
    Hongguang Wu
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    Xiaojun Cui
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    publication date
    15 July 2021
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    zbMATH Keywords
    martingale optimal transport
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    peacock
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    geodesic
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    Wasserstein distance
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    cites work
    Q5441008
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    Q4428798
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    Q5719717
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    Model-Free Hedging
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    On a problem of Monge
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    Riemannian Geometry
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    Q3344796
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    Q4805362
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    54E70
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    58E10
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    60B05
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    60B10
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    91G80
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    zbMATH DE Number
    7371915
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    OpenAlex ID
    W3163407772
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    Wikidata QID
    Q115354552
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