Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007)

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Optimal martingale transport between radially symmetric marginals in general dimensions
scientific article

    Statements

    title
    Optimal martingale transport between radially symmetric marginals in general dimensions (English)
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    author
    Tongseok Lim
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    publication date
    7 April 2020
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    zbMATH Keywords
    optimal transport
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    martingale
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    monotonicity
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    radial symmetry
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    cites work
    Q4428798
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    Q4952326
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    Model-Free Hedging
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    Q4197100
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    Q4805362
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    Optimal Transport
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60G42
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    49K30
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    zbMATH DE Number
    7188035
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    OpenAlex ID
    W2395942424
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    arXiv ID
    1412.3530
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    Wikidata QID
    Q127683282
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