Monotonicity preserving transformations of MOT and SEP (Q1743337)

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Monotonicity preserving transformations of MOT and SEP
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    Statements

    title
    Monotonicity preserving transformations of MOT and SEP (English)
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    author
    Martin Huesmann
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    Florian Stebegg
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    publication date
    13 April 2018
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60G40
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    60A10
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    49Q20
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    zbMATH DE Number
    6859461
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