Monotonicity preserving transformations of MOT and SEP (Q1743337): Difference between revisions

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Revision as of 21:30, 18 April 2024

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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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