One Dimensional Martingale Rearrangement Couplings (Q6175891)
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scientific article; zbMATH DE number 7730419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One Dimensional Martingale Rearrangement Couplings |
scientific article; zbMATH DE number 7730419 |
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One Dimensional Martingale Rearrangement Couplings (English)
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21 August 2023
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martingale couplings
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martingale optimal transport
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adapted Wasserstein distance
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robust finance
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convex order
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