Lipschitz continuity of the Wasserstein projections in the convex order on the line (Q6110559): Difference between revisions

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+SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS
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+Sampling of probability measures in the convex order by Wasserstein projection
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+A new class of costs for optimal transport planning
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+Existence, duality, and cyclical monotonicity for weak transport costs
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+Weak monotone rearrangement on the line
@@ Property / cites work: Weak monotone rearrangement on the line / rank @@
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+Applications of weak transport theory
@@ Property / cites work: Applications of weak transport theory / rank @@
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+Stability of martingale optimal transport and weak optimal transport
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+Model-independent bounds for option prices -- a mass transport approach
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+Approximation of martingale couplings on the line in the adapted weak topology
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+On a problem of optimal transport under marginal martingale constraints
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+Q4269108
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+Q3415147
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+A proof of the Caffarelli contraction theorem via entropic regularization
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+A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
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+On a mixture of Brenier and Strassen Theorems
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+Characterization of a class of weak transport-entropy inequalities on the line
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+Kantorovich duality for general transport costs and applications
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+Q2759605
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+Stochastic orders
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+The Existence of Probability Measures with Given Marginals
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+Optimal Transport
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+Publication:6110559