Articles in need of revision: Difference between revisions
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[[Fenchel-Rockafellar and Linear Programming]] | [[Fenchel-Rockafellar and Linear Programming]] | ||
[[ | [[Optimal Transport and Ricci curvature]] | ||
* Revision can begin on February 26 | * Revision can begin on February 26 | ||
* Add a new section to the article discussing the relationship between Ricci curvature and convexity of the entropy. You should link to the existing wiki article on [[Geodesics and generalized geodesics]]. | |||
[[ | [[Martingale optimal transport and mathematical finance]] | ||
* | * Introduce some background material to explain the notation of what it means to be the expectation with respect to a filtration. | ||
* Give intuition behind item (ii) in teh definition of an equivalent martingale measure | |||
* Provide more intuition/background behind Problem 1 and 2. For example in Problem 2, what does it mean to be a martingale under Q? Why is that a natural requirement in this context? | |||
Latest revision as of 05:14, 17 February 2022
Below, you can find a list of articles which would benefit from further revision. If you choose to write about one of these ideas, remove it from the list below. Please email me your choice, and I will recommend some specific changes and additions that could be made.
Want to revise an article that's not listed here? Email me!
List of Articles
Optimal Transport in One Dimension
Kantorovich Dual Problem (for general costs)
- This article should be merged with article on the Kantorovich Dual Problem for c= d^2
- Add a discussion on the dual problem for c=d.
- Revision can begin on February 26
Fenchel-Rockafellar and Linear Programming
Optimal Transport and Ricci curvature
- Revision can begin on February 26
- Add a new section to the article discussing the relationship between Ricci curvature and convexity of the entropy. You should link to the existing wiki article on Geodesics and generalized geodesics.
Martingale optimal transport and mathematical finance
- Introduce some background material to explain the notation of what it means to be the expectation with respect to a filtration.
- Give intuition behind item (ii) in teh definition of an equivalent martingale measure
- Provide more intuition/background behind Problem 1 and 2. For example in Problem 2, what does it mean to be a martingale under Q? Why is that a natural requirement in this context?