Pages that link to "Item:Q2421828"
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The following pages link to Irreducible convex paving for decomposition of multidimensional martingale transport plans (Q2421828):
Displaying 20 items.
- A new family of one dimensional martingale couplings (Q2024524) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← 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)
- Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
- Computational methods for martingale optimal transport problems (Q2299581) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
- PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
- Optimal control of martingales in a radially symmetric environment (Q2698480) (← links)
- Martingale transport with homogeneous stock movements (Q4991072) (← links)
- Quantization and martingale couplings (Q5026465) (← links)
- Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions (Q5130894) (← links)
- Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
- Stability of the weak martingale optimal transport problem (Q6139683) (← links)
- One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
- An optimal transport-based characterization of convex order (Q6184350) (← links)
- A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)
