Pages that link to "Item:Q2212593"

The following pages link to Martingale Benamou-Brenier: a probabilistic perspective (Q2212593):

Displaying 16 items.

• Kantorovich problems with a parameter and density constraints (Q2071582) (← links)
• From Bachelier to Dupire via optimal transport (Q2072111) (← links)
• Applications of weak transport theory (Q2073218) (← links)
• Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
• Estimating processes in adapted Wasserstein distance (Q2117454) (← links)
• Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
• Weak monotone rearrangement on the line (Q2183117) (← links)
• Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations (Q2224954) (← links)
• Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← links)
• A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
• Existence, duality, and cyclical monotonicity for weak transport costs (Q2334532) (← links)
• A non‐linear monotonicity principle and applications to Schrödinger‐type problems (Q6048892) (← links)
• MARKOVIAN STOCHASTIC VOLATILITY WITH STOCHASTIC CORRELATION — JOINT CALIBRATION AND CONSISTENCY OF SPX/VIX SHORT-MATURITY SMILES (Q6095476) (← links)
• Entropic Optimal Planning for Path-Dependent Mean Field Games (Q6098456) (← links)
• Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
• Stability of the weak martingale optimal transport problem (Q6139683) (← links)