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Continuity of the martingale optimal transport problem on the real line - MaRDI portal

Continuity of the martingale optimal transport problem on the real line (Q6138920)

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scientific article; zbMATH DE number 7789644
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English
Continuity of the martingale optimal transport problem on the real line
scientific article; zbMATH DE number 7789644

    Statements

    title
    Continuity of the martingale optimal transport problem on the real line (English)
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    author
    Johannes Wiesel
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    publication date
    16 January 2024
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    zbMATH Keywords
    causal transport
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    martingale transport
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    robust finance
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    stability
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    weak adapted topology
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    cites work
    Q3415147
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    Optimal Transport
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    Identifiers

    arXiv ID
    1905.04574
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    Mathematics Subject Classification ID
    60G42
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    60G46
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    91G80
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    zbMATH DE Number
    7789644
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    OpenAlex ID
    W2944656306
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    DOI
    10.1214/22-AAP1928
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