Monotone martingale transport plans and Skorokhod embedding (Q2402432): Difference between revisions

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-.1016/j.spa.2017.01.004
@@ Property / DOI: 10.1016/j.spa.2017.01.004 / rank @@
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+Optimal transport and Skorokhod embedding
@@ Property / cites work: Optimal transport and Skorokhod embedding / rank @@
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@@ Property / cites work @@
+Model-independent bounds for option prices -- a mass transport approach
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@@ Property / DOI @@
+.1016/J.SPA.2017.01.004
@@ Property / DOI: 10.1016/J.SPA.2017.01.004 / rank @@
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