Optimal control of martingales in a radially symmetric environment (Q2698480): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2023.01.016
@@ Property / DOI: 10.1016/j.spa.2023.01.016 / rank @@
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@@ Property / author @@
-Alexander Matthew Gordon Cox
@@ Property / author: Alexander Matthew Gordon Cox / rank @@
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@@ Property / author @@
+Alexander Matthew Gordon Cox
@@ Property / author: Alexander Matthew Gordon Cox / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W3189008371
@@ Property / OpenAlex ID: W3189008371 / rank @@
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@@ Property / cites work @@
+Irreducible convex paving for decomposition of multidimensional martingale transport plans
+Normal rank
@@ Property / cites work @@
+Volatility and arbitrage
@@ Property / cites work: Volatility and arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
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+Structure of optimal martingale transport plans in general dimensions
+Normal rank
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+Superreplication of European multiasset derivatives with bounded stochastic volatility
+Normal rank
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+Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels
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+Relative arbitrage: Sharp time horizons and motion by curvature
+Normal rank
@@ Property / cites work @@
+Optimal martingale transport between radially symmetric marginals in general dimensions
+Normal rank
@@ Property / cites work @@
+Brownian Motion
@@ Property / cites work: Brownian Motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4115333
@@ Property / cites work: Q4115333 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal transportation under controlled stochastic dynamics
+Normal rank
@@ Property / cites work @@
+Optimal stochastic control, stochastic target problems, and backward SDE.
+Normal rank
@@ Property / cites work @@
+Q4349221
@@ Property / cites work: Q4349221 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.SPA.2023.01.016
@@ Property / DOI: 10.1016/J.SPA.2023.01.016 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2698480