Pages that link to "Item:Q522059"
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The following pages link to Change of numeraire in the two-marginals martingale transport problem (Q522059):
Displayed 23 items.
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← 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)
- Monotonicity preserving transformations of MOT and SEP (Q1743337) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
- A construction of the left-curtain coupling (Q2105148) (← links)
- Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- All adapted topologies are equal (Q2210750) (← links)
- Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
- Monotone martingale transport plans and Skorokhod embedding (Q2402432) (← links)
- Dual attainment for the martingale transport problem (Q2419652) (← links)
- ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
- No-arbitrage bounds for the forward smile given marginals (Q4555138) (← links)
- Shadow couplings (Q4992380) (← links)
- Quantization and martingale couplings (Q5026465) (← links)
- Tightening robust price bounds for exotic derivatives (Q5212058) (← links)
- Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
- Weak transport for non‐convex costs and model‐independence in a fixed‐income market (Q6054386) (← 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)