Causal transport and applications

par M. Mathias Beiglboeck (Université de Vienne)

jeudi 12 juin 2025, 11:00 → 12:15 Europe/Paris

Auditorium 3 (Toulouse School of Economics)

We provide a brief introduction to the theory of causal transport and adapted Wasserstein distances. In particular, we discuss recent applications in mathematical finance and nonlinear optimal transport. Additionally, we highlight open questions and possible future research directions.

Based on the paper