Pages that link to "Item:Q2299581"
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The following pages link to Computational methods for martingale optimal transport problems (Q2299581):
Displaying 26 items.
- Computation of optimal transport and related hedging problems via penalization and neural networks (Q2020305) (← links)
- A new family of one dimensional martingale couplings (Q2024524) (← links)
- Optimal dual quantizers of \(1 D\log \)-concave distributions: uniqueness and Lloyd like algorithm (Q2037064) (← links)
- Strong equivalence between metrics of Wasserstein type (Q2064844) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
- Martingale Schrödinger bridges and optimal semistatic portfolios (Q2111249) (← links)
- Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
- Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) (Q2135494) (← links)
- Martingale Wasserstein inequality for probability measures in the convex order (Q2136998) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- Stationarity and uniform in time convergence for the graphon particle system (Q2145786) (← links)
- Sampling of probability measures in the convex order by Wasserstein projection (Q2227463) (← links)
- On the stability of the martingale optimal transport problem: a set-valued map approach (Q2244467) (← links)
- Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306) (← links)
- Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
- ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
- Perturbation analysis of sub/super hedging problems (Q6054380) (← links)
- Computational methods for adapted optimal transport (Q6126117) (← links)
- Continuity of the martingale optimal transport problem on the real line (Q6138920) (← links)
- Stability of the weak martingale optimal transport problem (Q6139683) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- Toric geometry of entropic regularization (Q6170808) (← links)
- Dispersion-constrained martingale Schrödinger problems and the exact joint S\&P 500/VIX smile calibration puzzle (Q6181516) (← links)
- An optimal transport-based characterization of convex order (Q6184350) (← links)
- Backward and forward Wasserstein projections in stochastic order (Q6184578) (← links)
- A Corrected Inexact Proximal Augmented Lagrangian Method with a Relative Error Criterion for a Class of Group-Quadratic Regularized Optimal Transport Problems (Q6500198) (← links)
