Author:
Beiglböck Mathias,Huesmann Martin,Stebegg Florian
Publisher
Springer International Publishing
Cited by
14 articles.
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1. Shadow martingales – a stochastic mass transport approach to the peacock problem;Electronic Journal of Probability;2022-01-01
2. From Bachelier to Dupire via optimal transport;Finance and Stochastics;2021-12-23
3. The Markov-quantile process attached to a family of marginals;Journal de l’École polytechnique — Mathématiques;2021-11-10
4. Fine properties of the optimal Skorokhod embedding problem;Journal of the European Mathematical Society;2021-08-03
5. Shadow couplings;Transactions of the American Mathematical Society;2021-04-27