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Martingale optimal transport in the Skorokhod space
Yan Dolinsky
, H. Mete Soner
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Corresponding author for this work
Department of Statistics
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peer-review
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Keyphrases
Skorokhod Space
100%
Martingale Optimal Transport
100%
Minimization Problem
33%
Path Dependence
33%
Dual Representation
33%
European Options
33%
Stochastic Integral
33%
Problem with Constraints
33%
Optimal Transport Problem
33%
Robust Hedging
33%
Kantorovich
33%
Mathematics
Skorokhod
100%
Optimal Transport
100%
Minimization Problem
33%
Stochastic Integral
33%