Root to Kellerer
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Publication:5270093
DOI10.1007/978-3-319-44465-9_1zbMath1370.60083arXiv1507.07690OpenAlexW2217525565MaRDI QIDQ5270093
Mathias Beiglböck, Florian Stebegg, Martin Huesmann
Publication date: 22 June 2017
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.07690
Related Items (13)
Fine properties of the optimal Skorokhod embedding problem ⋮ Canonical supermartingale couplings ⋮ The geometry of multi-marginal Skorokhod embedding ⋮ Martingale Benamou-Brenier: a probabilistic perspective ⋮ ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS ⋮ Martingales associated to peacocks using the curtain coupling ⋮ Peacocks nearby: approximating sequences of measures ⋮ Multiperiod martingale transport ⋮ The Markov-quantile process attached to a family of marginals ⋮ From Bachelier to Dupire via optimal transport ⋮ Shadow couplings ⋮ Shadow martingales -- a stochastic mass transport approach to the peacock problem ⋮ Peacocks Parametrised by a Partially Ordered Set
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