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20042026
most citedConsistent price systems and face-lifting pricing under transaction costs

142 citations · 230 across the 39 of their papers we have counts for

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math.OC2010

A generalized dual maximizer for the Monge--Kantorovich transport problem

Mathias Beiglböck, Christian Léonard, Walter Schachermayer

The dual attainment of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces are assumed to be polish and equipped with Borel probability mea…

math.OC2009

On the Duality Theory for the Monge--Kantorovich Transport Problem

Mathias Beiglboeck, Christian Leonard, Walter Schachermayer

The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present…

math.OC2009★ 11 cited

A General Duality Theorem for the Monge--Kantorovich Transport Problem

Mathias Beiglboeck, Christian Leonard, Walter Schachermayer

The duality theory of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces are assumed to be polish and equipped with Borel probability meas…

math.OC2008★ 1 cited

Duality for Borel measurable cost functions

Mathias Beiglböck, Walter Schachermayer

We consider the Monge-Kantorovich transport problem in an abstract measure theoretic setting. Our main result states that duality holds if is an arbitra…

math.OC2008★ 1 cited

Optimal and better transport plans

Mathias Beiglböck, Martin Goldstern, Gabriel Maresch +1

We consider the Monge-Kantorovich transport problem in a purely measure theoretic setting, i.e. without imposing continuity assumptions on the cost function. It is known that trans…

math.OC2007

Characterization of optimal Transport Plans for the Monge-Kantorovich-Problem

Walter Schachermayer, Josef Teichmann

We prove that -cyclically monotone transport plans optimize the Monge-Kantorovich transportation problem under an additional measurability condition. This measurability cond…