Monotonicity preserving transformations of MOT and SEP (Q1743337)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6859461
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Monotonicity preserving transformations of MOT and SEP |
scientific article; zbMATH DE number 6859461 |
Statements
Monotonicity preserving transformations of MOT and SEP (English)
0 references
13 April 2018
0 references
optimal transport
0 references
martingale optimal transport
0 references
Skorokhod embedding
0 references
change of numeraire
0 references
0 references
0.7881598472595215
0 references
0.7526397705078125
0 references
0.7467905879020691
0 references
0.7352988719940186
0 references
0.7325383424758911
0 references
