Monotonicity preserving transformations of MOT and SEP (Q1743337): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2519365042 / rank | |||
Normal rank | |||
Revision as of 02:40, 20 March 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
