Structure of optimal martingale transport plans in general dimensions (Q1731886): Difference between revisions

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+.01806
@@ Property / arXiv ID: 1508.01806 / rank @@
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@@ Property / cites work @@
+Existence of optimal transport maps for crystalline norms
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+Optimal transport and Skorokhod embedding
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+Model-independent bounds for option prices -- a mass transport approach
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+Monotone martingale transport plans and Skorokhod embedding
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+On a problem of optimal transport under marginal martingale constraints
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+Martingale optimal transport and robust hedging in continuous time
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+Martingale optimal transport in the Skorokhod space
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+The distribution of Brownian motion in \(R^ n\) at a natural stopping time
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+The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
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+Robust price bounds for the forward starting straddle
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+ROBUST BOUNDS FOR FORWARD START OPTIONS
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+A generalization of a problem of Steinhaus
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+The Skorokhod embedding problem and its offspring
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+Characterization of the subdifferentials of convex functions
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+Optimal Transport
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+W2963671088
@@ Property / OpenAlex ID: W2963671088 / rank @@
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@@ Property / Wikidata QID: Q128748946 / rank @@
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