Pages that link to "Item:Q5376998"
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The following pages link to SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS (Q5376998):
Displaying 8 items.
- Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
- Approximation of optimal transport problems with marginal moments constraints (Q5145096) (← links)
- Weak transport for non‐convex costs and model‐independence in a fixed‐income market (Q6054386) (← links)
- Lipschitz continuity of the Wasserstein projections in the convex order on the line (Q6110559) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- Functional convex order for the scaled McKean-Vlasov processes (Q6179331) (← links)
- An optimal transport-based characterization of convex order (Q6184350) (← 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)
