2 citations · 2 across the 8 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
math.PR2019
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…
q-fin.MF2019
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…