Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference46 articles.
1. Alfonsi, A. Corbetta, J., Jourdain, B.: Sampling of one-dimensional probability measures in the convex order and computation of robust option price bounds. Int. J. Theor. Appl. Finance 22(3) (2019)
2. Alfonsi, A., Corbetta, J., Jourdain, B.: Sampling of probability measures in the convex order by Wasserstein projection. Annales de l‘Institut Henri Poincaré B, Probabilités et Statistiques 56(3), 1706–1729 (2020)
3. Backhoff-Veraguas, J., Pammer, G.: Stability of martingale optimal transport and weak optimal transport. arXiv:1904.04171 (2019)
4. Baker, D.: Quantizations of probability measures and preservation of the convex order. Stat. Probab. Lett. 107, 280–285 (2015)
5. Beiglböck, M., Cox, A., Huesmann, M.: Optimal transport and Skorokhod embedding. Invent. Math. 208(2), 327–400 (2017)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献