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20052026
most citedA model-free version of the fundamental theorem of asset pricing and the super-replication theorem

15 citations · 23 across the 16 of their papers we have counts for

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Showing 2019Show all

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math.PR2019

Weak monotone rearrangement on the line

Julio Backhoff-Veraguas, Mathias Beiglböck, Gudmund Pammer

Weak optimal transport has been recently introduced by Gozlan et al. The original motivation stems from the theory of geometric inequalities; further applications concern numerics…