The following pages link to (Q4769744):
Displaying 9 items.
- Martingales associated to peacocks using the curtain coupling (Q1748909) (← links)
- Peacocks nearby: approximating sequences of measures (Q2000153) (← links)
- The Markov-quantile process attached to a family of marginals (Q2065092) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
- The potential of the shadow measure (Q2113271) (← links)
- Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
- Shadow couplings (Q4992380) (← links)
- Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)
