Stability of martingale optimal transport and weak optimal transport (Q2117461)
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scientific article
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| English | Stability of martingale optimal transport and weak optimal transport |
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Stability of martingale optimal transport and weak optimal transport (English)
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21 March 2022
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stability
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martingale transport
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weak transport
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causal transport
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weak adapted topology
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robust finance
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0.9509766
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0.94333756
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0.92320454
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0.91015387
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0.89956594
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0.8972254
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0.8968084
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