The following pages link to Root to Kellerer (Q5270093):
Displaying 12 items.
- Canonical supermartingale couplings (Q1621445) (← links)
- Martingales associated to peacocks using the curtain coupling (Q1748909) (← links)
- Peacocks nearby: approximating sequences of measures (Q2000153) (← links)
- The Markov-quantile process attached to a family of marginals (Q2065092) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← 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)
- Multiperiod martingale transport (Q2301489) (← links)
- ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
- Shadow couplings (Q4992380) (← links)
