Adapted Wasserstein distances and stability in mathematical finance

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Backhoff-Veraguas, Julio, et al. “Adapted Wasserstein Distances and Stability in Mathematical Finance”. Finance and Stochastics, vol. 24, no. 3, 2020, pp. 601-32, https://doi.org/10.1007/s00780-020-00426-3.
Backhoff-Veraguas, J., Bartl, D., Beiglböck, M., & Eder, M. (2020). Adapted Wasserstein distances and stability in mathematical finance. Finance and Stochastics, 24(3), 601-632. https://doi.org/10.1007/s00780-020-00426-3
Backhoff-Veraguas, Julio, Daniel Bartl, Mathias Beiglböck, and Manu Eder. “Adapted Wasserstein Distances and Stability in Mathematical Finance”. Finance and Stochastics 24, no. 3 (2020): 601-32. https://doi.org/10.1007/s00780-020-00426-3.
Backhoff-Veraguas J, Bartl D, Beiglböck M, Eder M. Adapted Wasserstein distances and stability in mathematical finance. Finance and Stochastics. 2020;24(3):601-32.
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Refrences
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11 2020
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization Stochastic Processes and their Applications
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  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
5 2019
Existence, duality, and cyclical monotonicity for weak transport costs

Calculus of Variations and Partial Differential Equations
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
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34 2019
10.1017/S0956792518000669 European Journal of Applied Mathematics
  • Science: Mathematics
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
2019
Citations
Title Journal Journal Categories Citations Publication Date
Computational methods for adapted optimal transport The Annals of Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
2024
A note on the adapted weak topology in discrete time Electronic Communications in Probability 2024
An extension of martingale transport and stability in robust finance Electronic Journal of Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
2024
Multi-source monitoring information fusion method for dam health diagnosis based on Wasserstein distance Information Sciences
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  • Technology: Electrical engineering. Electronics. Nuclear engineering: Telecommunication
  • Science: Science (General): Cybernetics: Information theory
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
5 2023
Robust retirement and life insurance with inflation risk and model ambiguity Insurance: Mathematics and Economics
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  • Social Sciences: Economic theory. Demography: Economics as a science
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  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
4 2023
Citations Analysis
The category Science: Mathematics 22 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Existence, duality, and cyclical monotonicity for weak transport costs and was published in 2019. The most recent citation comes from a 2024 study titled An extension of martingale transport and stability in robust finance. This article reached its peak citation in 2022, with 14 citations. It has been cited in 24 different journals, 8% of which are open access. Among related journals, the The Annals of Applied Probability cited this research the most, with 4 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year