Record link: 
http://hdl.handle.net/20.500.12708/141010
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Title: 
Adapted Wasserstein distances and stability in mathematical finance
en
Citation: 
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
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Publisher DOI: 
10.1007/s00780-020-00426-3
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Publication Type: 
Article - Original Research Article
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Language: 
English
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Authors: 
Backhoff-Veraguas, Julio 
Bartl, Daniel 
Beiglböck, Mathias 
Eder, Manu 
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Organisational Unit: 
E105-07 - Forschungsbereich Mathematische Stochastik 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
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Journal: 
Finance and Stochastics 
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ISSN: 
0949-2984
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Date (published): 
2020
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Number of Pages: 
32
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Peer reviewed: 
Yes
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Keywords: 
Statistics and Probability; Statistics, Probability and Uncertainty; Finance
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Research Areas: 
Mathematical Methods in Economics: 30%
Fundamental Mathematics Research: 70%
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Science Branch: 
Mathematik
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