Pages that link to "Item:Q503094"
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The following pages link to Stability of the shadow projection and the left-curtain coupling (Q503094):
Displaying 23 items.
- Canonical supermartingale couplings (Q1621445) (← links)
- Martingales associated to peacocks using the curtain coupling (Q1748909) (← links)
- Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
- A construction of the left-curtain coupling (Q2105148) (← links)
- The potential of the shadow measure (Q2113271) (← 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)
- 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)
- Computational methods for martingale optimal transport problems (Q2299581) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- Shadow couplings (Q4992380) (← links)
- CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS (Q4994444) (← links)
- A new class of costs for optimal transport planning (Q5242588) (← links)
- Peacocks Parametrised by a Partially Ordered Set (Q5270094) (← links)
- Shadows and barriers (Q6126791) (← links)
- Continuity of the martingale optimal transport problem on the real line (Q6138920) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)
- Backward and forward Wasserstein projections in stochastic order (Q6184578) (← links)
- A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)
