Monotonicity preserving transformations of MOT and SEP (Q1743337)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotonicity preserving transformations of MOT and SEP |
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Statements
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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