55 citations · 67 across the 4 of their papers we have counts for
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Compactness in Adapted Weak Topologies
Manu Eder
Over the years a number of topologies for the set of laws of stochastic processes have been proposed. Building on the weak topology they all aim to capture more accurately the temp…
All Adapted Topologies are Equal
Julio Backhoff-Veraguas, Daniel Bartl, Mathias Beiglböck +1
A number of researchers have introduced topological structures on the set of laws of stochastic processes. A unifying goal of these authors is to strengthen the usual weak topology…
Adapted Wasserstein Distances and Stability in Mathematical Finance
Julio Backhoff-Veraguas, Daniel Bartl, Mathias Beiglböck +1
Assume that an agent models a financial asset through a measure Q with the goal to price / hedge some derivative or optimize some expected utility. Even if the model Q is chosen in…