The following pages link to Shadow couplings (Q4992380):
Displaying 11 items.
- The Markov-quantile process attached to a family of marginals (Q2065092) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
- Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- Shadows and barriers (Q6126791) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
- Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)
- A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)
