15 citations · 30 across the 4 of their papers we have counts for
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math.PR2016★ 6 cited
Monotonicity Preserving Transformations of MOT and SEP
Martin Huesmann, Florian Stebegg
Recently, \cite{BeJu16, BeNuTo16} established that optimizers to the martingale optimal transport problem (MOT) are concentrated on -monotone sets. In this article we characteri…
math.PR2016
Canonical Supermartingale Couplings
Marcel Nutz, Florian Stebegg
Two probability distributions and in second stochastic order can be coupled by a supermartingale, and in fact by many. Is there a canonical choice? We construct and investi…