Pages that link to "Item:Q2421526"
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The following pages link to Convex duality in nonlinear optimal transport (Q2421526):
Displaying 5 items.
- Entropic optimal transport: convergence of potentials (Q2089759) (← links)
- Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
- A non‐linear monotonicity principle and applications to Schrödinger‐type problems (Q6048892) (← links)
- Bounds on Choquet risk measures in finite product spaces with ambiguous marginals (Q6139264) (← links)
- Dispersion-constrained martingale Schrödinger problems and the exact joint S\&P 500/VIX smile calibration puzzle (Q6181516) (← links)
