Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) (Q2135494): Difference between revisions

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+.06964
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+Sampling of probability measures in the convex order by Wasserstein projection
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+Stability of martingale optimal transport and weak optimal transport
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+Approximation of martingale couplings on the line in the adapted weak topology
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+Model-independent bounds for option prices -- a mass transport approach
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+Complete duality for martingale optimal transport on the line
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+Irreducible convex paving for decomposition of multidimensional martingale transport plans
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+Real Analysis and Probability
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+Structure of optimal martingale transport plans in general dimensions
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+Computational methods for martingale optimal transport problems
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+Model-Free Hedging
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+A new family of one dimensional martingale couplings
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+Quantization and martingale couplings
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+Peacocks Parametrised by a Partially Ordered Set
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+Stability of the shadow projection and the left-curtain coupling
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+Q3250845
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+Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
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+Optimal martingale transport between radially symmetric marginals in general dimensions
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+Optimal Transport
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+Publication:2135494