Pages that link to "Item:Q272939"
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The following pages link to On a problem of optimal transport under marginal martingale constraints (Q272939):
Displaying 50 items.
- The geometry of relative arbitrage (Q300840) (← links)
- An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
- Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
- Change of numeraire in the two-marginals martingale transport problem (Q522059) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- A coupling proof of convex ordering for compound distributions (Q782840) (← links)
- Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- Geometry of distribution-constrained optimal stopping problems (Q1626603) (← links)
- Structure of optimal martingale transport plans in general dimensions (Q1731886) (← links)
- Robust bounds for the American put (Q1739057) (← links)
- Monotonicity preserving transformations of MOT and SEP (Q1743337) (← links)
- Martingales associated to peacocks using the curtain coupling (Q1748909) (← links)
- Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← links)
- Distributional compatibility for change of measures (Q1999603) (← links)
- A new family of one dimensional martingale couplings (Q2024524) (← links)
- A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
- Peacock geodesics in Wasserstein space (Q2041093) (← links)
- Transport plans with domain constraints (Q2045149) (← links)
- Limits of random walks with distributionally robust transition probabilities (Q2064848) (← links)
- The Markov-quantile process attached to a family of marginals (Q2065092) (← links)
- 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)
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
- A construction of the left-curtain coupling (Q2105148) (← links)
- Entropic optimal transport: geometry and large deviations (Q2105212) (← links)
- Martingale Schrödinger bridges and optimal semistatic portfolios (Q2111249) (← links)
- The potential of the shadow measure (Q2113271) (← links)
- An optimal transport problem with backward martingale constraints motivated by insider trading (Q2117442) (← links)
- Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
- The directional optimal transport (Q2135274) (← links)
- Martingale Wasserstein inequality for probability measures in the convex order (Q2136998) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- Stability of entropic optimal transport and Schrödinger bridges (Q2165533) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- Weak monotone rearrangement on the line (Q2183117) (← links)
- Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
- Sampling of probability measures in the convex order by Wasserstein projection (Q2227463) (← links)
- The multistochastic Monge-Kantorovich problem (Q2235808) (← links)
- On the stability of the martingale optimal transport problem: a set-valued map approach (Q2244467) (← links)
- Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306) (← links)
- Computational methods for martingale optimal transport problems (Q2299581) (← links)
- Robust pricing and hedging around the globe (Q2299582) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
- On multistochastic Monge-Kantorovich problem, bitwise operations, and fractals (Q2326338) (← links)
- Existence, duality, and cyclical monotonicity for weak transport costs (Q2334532) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
