Peacocks nearby: Approximating sequences of measures

Author:

Gerhold Stefan,Gülüm I. Cetin

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference37 articles.

1. B. Armbruster, A short proof of Strassen’s theorem using convex analysis. Preprint, available at http://users.iems.northwestern.edu/~armbruster/, 2013.

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1. One Dimensional Martingale Rearrangement Couplings;ESAIM: Probability and Statistics;2022

2. Peacock geodesics in Wasserstein space;Differential Geometry and its Applications;2021-08

3. Consistency of option prices under bid–ask spreads;Mathematical Finance;2020-04

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