Pages that link to "Item:Q2325339"
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The following pages link to A Benamou-Brenier formulation of martingale optimal transport (Q2325339):
Displaying 8 items.
- Stability of martingale optimal transport and weak optimal transport (Q2117461) (← links)
- Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
- Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← links)
- Optimal transportation, modelling and numerical simulation (Q5887829) (← links)
- Calibration of local‐stochastic volatility models by optimal transport (Q6054403) (← links)
- Entropic Optimal Planning for Path-Dependent Mean Field Games (Q6098456) (← links)
- Cosh gradient systems and tilting (Q6102082) (← links)
- Applications of optimal transportation. Abstracts from the workshop held February 4--9, 2024 (Q6613410) (← links)
