Pages that link to "Item:Q784732"
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The following pages link to Adapted Wasserstein distances and stability in mathematical finance (Q784732):
Displaying 26 items.
- Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty (Q2029786) (← links)
- Applications of weak transport theory (Q2073218) (← links)
- Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control (Q2116649) (← links)
- Estimating processes in adapted Wasserstein distance (Q2117454) (← links)
- Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- Geometry of information structures, strategic measures and associated stochastic control topologies (Q2169821) (← links)
- Weak monotone rearrangement on the line (Q2183117) (← links)
- All adapted topologies are equal (Q2210750) (← links)
- Extended weak convergence and utility maximisation with proportional transaction costs (Q2211348) (← links)
- Existence, duality, and cyclical monotonicity for weak transport costs (Q2334532) (← links)
- Measuring association with Wasserstein distances (Q2676942) (← links)
- Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
- Regularity and Stability of Feedback Relaxed Controls (Q3382776) (← links)
- Martingale transport with homogeneous stock movements (Q4991072) (← links)
- Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting (Q4994999) (← links)
- Quantization and martingale couplings (Q5026465) (← links)
- Robustness to Approximations and Model Learning in MDPs and POMDPs (Q5153607) (← links)
- Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance (Q6109914) (← links)
- Dynamic Cournot-Nash equilibrium: the non-potential case (Q6113169) (← links)
- Computational methods for adapted optimal transport (Q6126117) (← links)
- Continuity of the martingale optimal transport problem on the real line (Q6138920) (← links)
- An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems (Q6140989) (← links)
- One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
- A note on the adapted weak topology in discrete time (Q6186436) (← links)
- Designing universal causal deep learning models: The geometric (Hyper)transformer (Q6196301) (← links)
