Adapted Wasserstein distances and stability in mathematical finance (Q784732): Difference between revisions
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| Property / DOI: 10.1007/S00780-020-00426-3 / rank | |||
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Latest revision as of 03:39, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adapted Wasserstein distances and stability in mathematical finance |
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Adapted Wasserstein distances and stability in mathematical finance (English)
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3 August 2020
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hedging
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utility maximisation
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optimal transport
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causal optimal transport
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Wasserstein distance
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sensitivity
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stability
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