Work

Stability of Change-of-Numéraire Reweighting: An Exact Wasserstein Boundary

Year: 2026

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.7383120

Author: Shaosai Huang

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7204991224

Cites: 32

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Related to: 10