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We study the structure of martingale transports in finite dimensions.
The existence of probability measures with given marginals
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The geometry of optimal transportation
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A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
A. Galichon, P. Henry-Labordère, and N. Touzi · 2014
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Complete duality for martingale optimal transport on the line
M. Beiglböck, M. Nutz, and N. Touzi · 2015
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Structure of optimal martingale transport plans in general dimensions
N. Ghoussoub, Y.-H. Kim, and T. Lim · 2015
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On the Monge-Kantorovich problem with additional linear constraints
D. Zaev · 2015
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Optimal transport and Skorokhod embedding
M. Beiglböck, A. M. G. Cox, and M. Huesmann · 2016
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Model-independent bounds for option prices: a mass transport approach
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On a problem of optimal transport under marginal martingale constraints
M. Beiglböck and N. Juillet · 2016
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Irreducible convex paving for decomposition of multi-dimensional martingale transport plans
H. De March and N. Touzi · 2017
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Conditional infimum and recovery of monotone processes
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