Adapted Wasserstein distances and stability in mathematical finance (Q784732)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adapted Wasserstein distances and stability in mathematical finance |
scientific article |
Statements
Adapted Wasserstein distances and stability in mathematical finance (English)
0 references
3 August 2020
0 references
hedging
0 references
utility maximisation
0 references
optimal transport
0 references
causal optimal transport
0 references
Wasserstein distance
0 references
sensitivity
0 references
stability
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
