Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) (Q2135494)
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scientific article
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| English | Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) |
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Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) (English)
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9 May 2022
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martingale optimal transport
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stability
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convex order
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martingale couplings
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Monge-Kantorovich transport problems
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0.94333756
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0.91993755
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0.9000147
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0.8977518
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0.8851957
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0.88185364
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0.8757577
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0.87423754
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