Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) (Q2135494)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) |
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Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) (English)
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9 May 2022
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martingale optimal transport
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stability
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convex order
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martingale couplings
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Monge-Kantorovich transport problems
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