The following pages link to Multiperiod martingale transport (Q2301489):
Displayed 12 items.
- Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
- The potential of the shadow measure (Q2113271) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
- Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306) (← links)
- ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
- Shadow couplings (Q4992380) (← links)
- Shadows and barriers (Q6126791) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
- Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)
- A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)