Adapted Wasserstein distances and stability in mathematical...

Finance and Stochastics 2020 / 7 Vol. 24; Iss. 3

Adapted Wasserstein distances and stability in mathematical finance

Backhoff-Veraguas, Julio, Bartl, Daniel, Beiglböck, Mathias, Eder, Manu
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Volume:
24
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-020-00426-3
Date:
July, 2020
File:
PDF, 959 KB
2020
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