Monotone martingale transport plans and Skorokhod embedding (Q2402432)

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Monotone martingale transport plans and Skorokhod embedding
scientific article

    Statements

    title
    Monotone martingale transport plans and Skorokhod embedding (English)
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    author
    Mathias Beiglböck
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    Nizar Touzi
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    publication date
    7 September 2017
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    zbMATH Keywords
    optimal transport
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    martingales
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    Skorokhod embedding
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60G42
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    60G40
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    49N05
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    49Q20
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    zbMATH DE Number
    6770595
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