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

@@ Property / cites work @@
+Existence of optimal transport maps for crystalline norms
+Normal rank
@@ Property / cites work @@
+Optimal transport and Skorokhod embedding
@@ Property / cites work: Optimal transport and Skorokhod embedding / rank @@
+Normal rank
@@ Property / cites work @@
+Model-independent bounds for option prices -- a mass transport approach
+Normal rank
@@ Property / cites work @@
+Monotone martingale transport plans and Skorokhod embedding
+Normal rank
@@ Property / cites work @@
+On a problem of optimal transport under marginal martingale constraints
+Normal rank
@@ Property / cites work @@
+The Monge problem for distance cost in geodesic spaces
+Normal rank
@@ Property / cites work @@
+Polar factorization and monotone rearrangement of vector‐valued functions
+Normal rank
@@ Property / cites work @@
+Forme abstraite du théorème de capacitabilité
@@ Property / cites work: Forme abstraite du théorème de capacitabilité / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale optimal transport and robust hedging in continuous time
+Normal rank
@@ Property / cites work @@
+Martingale optimal transport in the Skorokhod space
+Normal rank
@@ Property / cites work @@
+Q4274009
@@ Property / cites work: Q4274009 / rank @@
+Normal rank
@@ Property / cites work @@
+The distribution of Brownian motion in \(R^ n\) at a natural stopping time
+Normal rank
@@ Property / cites work @@
+A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
+Normal rank
@@ Property / cites work @@
+The geometry of optimal transportation
@@ Property / cites work: The geometry of optimal transportation / rank @@
+Normal rank
@@ Property / cites work @@
+The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
+Normal rank
@@ Property / cites work @@
+Robust price bounds for the forward starting straddle
+Normal rank
@@ Property / cites work @@
+ROBUST BOUNDS FOR FORWARD START OPTIONS
@@ Property / cites work: ROBUST BOUNDS FOR FORWARD START OPTIONS / rank @@
+Normal rank
@@ Property / cites work @@
+A generalization of a problem of Steinhaus
@@ Property / cites work: A generalization of a problem of Steinhaus / rank @@
+Normal rank
@@ Property / cites work @@
+The Skorokhod embedding problem and its offspring
@@ Property / cites work: The Skorokhod embedding problem and its offspring / rank @@
+Normal rank
@@ Property / cites work @@
+Characterization of the subdifferentials of convex functions
+Normal rank
@@ Property / cites work @@
+A characterization of random variables with minimum \(L^ 2\)-distance
+Normal rank
@@ Property / cites work @@
+The Existence of Probability Measures with Given Marginals
+Normal rank
@@ Property / cites work @@
+Q4805362
@@ Property / cites work: Q4805362 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Transport
@@ Property / cites work: Optimal Transport / rank @@
+Normal rank
@@ Property / cites work @@
+On the Monge-Kantorovich problem with additional linear constraints
+Normal rank
@@ Property / OpenAlex ID @@
+W2963671088
@@ Property / OpenAlex ID: W2963671088 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q128748946
@@ Property / Wikidata QID: Q128748946 / rank @@
+Normal rank