Monotonicity preserving transformations of MOT and SEP (Q1743337)

From MaRDI portal
Revision as of 07:32, 11 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Monotonicity preserving transformations of MOT and SEP
scientific article

    Statements

    title
    Monotonicity preserving transformations of MOT and SEP (English)
    0 references
    author
    Martin Huesmann
    0 references
    Florian Stebegg
    0 references
    publication date
    13 April 2018
    0 references
    zbMATH Keywords
    optimal transport
    0 references
    martingale optimal transport
    0 references
    Skorokhod embedding
    0 references
    change of numeraire
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60G44
    0 references
    60G40
    0 references
    60A10
    0 references
    49Q20
    0 references
    zbMATH DE Number
    6859461
    0 references
    OpenAlex ID
    W2519365042
    0 references
    arXiv ID
    1609.04084
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1743337&oldid=38724582"
    Powered by MediaWiki