Adapted Wasserstein distances and stability in mathematical finance (Q784732)
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scientific article; zbMATH DE number 7226999
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| default for all languages | No label defined |
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| English | Adapted Wasserstein distances and stability in mathematical finance |
scientific article; zbMATH DE number 7226999 |
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Adapted Wasserstein distances and stability in mathematical finance (English)
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3 August 2020
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hedging
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utility maximisation
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optimal transport
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causal optimal transport
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Wasserstein distance
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sensitivity
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stability
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0.7603288292884827
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0.7349815368652344
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0.7323781251907349
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0.7295449376106262
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0.7126083970069885
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