Adapted Wasserstein distances and stability in mathematical finance

Julio Backhoff-Veraguas, Daniel Bartle, Mathias Beiglböck, Manu Eder

Research output: Contribution to journalArticleAcademicpeer-review

29 Citations (Scopus)
67 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Adapted Wasserstein distances and stability in mathematical finance'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance

Computer Science