Matches in SemOpenAlex for { <https://semopenalex.org/work/W2948075003> ?p ?o ?g. }
Showing items 1 to 72 of
72
with 100 items per page.
- W2948075003 abstract "We study a single-period optimal transport problem on R2 with a covariance-type cost function c(x,y)=(x1−y1)(x2−y2) and a backward martingale constraint. We show that a transport plan γ is optimal if and only if there is a maximal monotone set G that supports the x-marginal of γ and such that c(x,y)=minz∈Gc(z,y) for every (x,y)∈suppγ. We obtain sharp regularity conditions for the uniqueness of an optimal plan and for its representation in terms of a map. Our study is motivated by a variant of the classical Kyle model of insider trading from (Rev. Econ. Stud. 61 (1994) 131–152)." @default.
- W2948075003 created "2019-06-14" @default.
- W2948075003 creator A5046096520 @default.
- W2948075003 creator A5080730614 @default.
- W2948075003 date "2022-02-01" @default.
- W2948075003 modified "2023-09-27" @default.
- W2948075003 title "An optimal transport problem with backward martingale constraints motivated by insider trading" @default.
- W2948075003 cites W126423635 @default.
- W2948075003 cites W1997580473 @default.
- W2948075003 cites W2050031929 @default.
- W2948075003 cites W2339312800 @default.
- W2948075003 cites W2963671088 @default.
- W2948075003 cites W2964158247 @default.
- W2948075003 cites W3103030658 @default.
- W2948075003 cites W3121515250 @default.
- W2948075003 doi "https://doi.org/10.1214/21-aap1678" @default.
- W2948075003 hasPublicationYear "2022" @default.
- W2948075003 type Work @default.
- W2948075003 sameAs 2948075003 @default.
- W2948075003 citedByCount "6" @default.
- W2948075003 countsByYear W29480750032020 @default.
- W2948075003 countsByYear W29480750032021 @default.
- W2948075003 countsByYear W29480750032022 @default.
- W2948075003 crossrefType "journal-article" @default.
- W2948075003 hasAuthorship W2948075003A5046096520 @default.
- W2948075003 hasAuthorship W2948075003A5080730614 @default.
- W2948075003 hasBestOaLocation W29480750032 @default.
- W2948075003 hasConcept C10138342 @default.
- W2948075003 hasConcept C126255220 @default.
- W2948075003 hasConcept C134306372 @default.
- W2948075003 hasConcept C144237770 @default.
- W2948075003 hasConcept C162324750 @default.
- W2948075003 hasConcept C2524010 @default.
- W2948075003 hasConcept C2777021972 @default.
- W2948075003 hasConcept C2781078320 @default.
- W2948075003 hasConcept C2834757 @default.
- W2948075003 hasConcept C28826006 @default.
- W2948075003 hasConcept C33923547 @default.
- W2948075003 hasConcept C48406656 @default.
- W2948075003 hasConceptScore W2948075003C10138342 @default.
- W2948075003 hasConceptScore W2948075003C126255220 @default.
- W2948075003 hasConceptScore W2948075003C134306372 @default.
- W2948075003 hasConceptScore W2948075003C144237770 @default.
- W2948075003 hasConceptScore W2948075003C162324750 @default.
- W2948075003 hasConceptScore W2948075003C2524010 @default.
- W2948075003 hasConceptScore W2948075003C2777021972 @default.
- W2948075003 hasConceptScore W2948075003C2781078320 @default.
- W2948075003 hasConceptScore W2948075003C2834757 @default.
- W2948075003 hasConceptScore W2948075003C28826006 @default.
- W2948075003 hasConceptScore W2948075003C33923547 @default.
- W2948075003 hasConceptScore W2948075003C48406656 @default.
- W2948075003 hasIssue "1" @default.
- W2948075003 hasLocation W29480750031 @default.
- W2948075003 hasLocation W29480750032 @default.
- W2948075003 hasLocation W29480750033 @default.
- W2948075003 hasOpenAccess W2948075003 @default.
- W2948075003 hasPrimaryLocation W29480750031 @default.
- W2948075003 hasRelatedWork W1482611968 @default.
- W2948075003 hasRelatedWork W1535200411 @default.
- W2948075003 hasRelatedWork W1985126733 @default.
- W2948075003 hasRelatedWork W2045956890 @default.
- W2948075003 hasRelatedWork W2062231381 @default.
- W2948075003 hasRelatedWork W2077938239 @default.
- W2948075003 hasRelatedWork W2501898415 @default.
- W2948075003 hasRelatedWork W3125702029 @default.
- W2948075003 hasRelatedWork W4318455398 @default.
- W2948075003 hasRelatedWork W4366495280 @default.
- W2948075003 hasVolume "32" @default.
- W2948075003 isParatext "false" @default.
- W2948075003 isRetracted "false" @default.
- W2948075003 magId "2948075003" @default.
- W2948075003 workType "article" @default.