Monotonicity preserving transformations of MOT and SEP (Q1743337): Difference between revisions
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Revision as of 21:30, 18 April 2024
scientific article
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English | Monotonicity preserving transformations of MOT and SEP |
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Monotonicity preserving transformations of MOT and SEP (English)
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13 April 2018
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optimal transport
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martingale optimal transport
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Skorokhod embedding
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change of numeraire
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