Martingale optimal transport has attracted much attention due to its application in pricing and hedging in mathematical finance. The essential notion which makes martingale optimal transport different from optimal transport is peacock. A peacock is a sequence of measures which satisfies convex order property. In this paper we study peacock geodesics in Wasserstain space, and we hope this paper can provide some geometrical points of view to look at martingale optimal transport.

中文翻译：

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Wasserstein空间中的孔雀大地测量学

ting运输的最优运输由于其在数学数学中的定价和对冲中的应用而备受关注。使mar最优运输与最优运输不同的基本概念是孔雀。孔雀是满足凸序性质的一系列措施。在本文中，我们研究了Wasserstain空间中的孔雀大地测量学，希望本文能够提供一些几何观点来考察mar的最佳运输。