Monotonicity preserving transformations of MOT and SEP (Q1743337): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.spa.2017.07.005 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2017.07.005 / rank | |||
Normal rank | |||
Latest revision as of 07:32, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotonicity preserving transformations of MOT and SEP |
scientific article |
Statements
Monotonicity preserving transformations of MOT and SEP (English)
0 references
13 April 2018
0 references
optimal transport
0 references
martingale optimal transport
0 references
Skorokhod embedding
0 references
change of numeraire
0 references
0 references
