{"id":"https://openalex.org/W7204991224","doi":"https://doi.org/10.2139/ssrn.7383120","title":"Stability of Change-of-Num\u00e9raire Reweighting: An Exact Wasserstein Boundary","display_name":"Stability of Change-of-Num\u00e9raire Reweighting: An Exact Wasserstein Boundary","publication_year":2026,"publication_date":"2026-01-01","ids":{"openalex":"https://openalex.org/W7204991224","doi":"https://doi.org/10.2139/ssrn.7383120"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.7383120","doi":"https://doi.org/10.2139/ssrn.7383120","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.7383120","pdf_url":"https://doi.org/10.2139/ssrn.7383120","source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.7383120","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5102370135","display_name":"Shaosai Huang","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Shaosai Huang","raw_affiliation_strings":["Kspectra Research Inc. , Toronto , ON , M2N 0G3 , Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Kspectra Research Inc. , Toronto , ON , M2N 0G3 , Canada","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5102370135"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9937000274658203,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9937000274658203,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10229","display_name":"Geometric Analysis and Curvature Flows","score":0.002899999963119626,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.0003000000142492354,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/uniform-integrability","display_name":"uniform integrability","score":0.6840000152587891},{"id":"https://openalex.org/keywords/martingale-optimal-transport","display_name":"martingale optimal transport","score":0.8769999742507935},{"id":"https://openalex.org/keywords/weak-convergence-of-probability-measures","display_name":"weak convergence of probability measures","score":0.7509999871253967}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8252000212669373},{"id":"https://openalex.org/C200741047","wikidata":"https://www.wikidata.org/wiki/Q1957758","display_name":"Integrable system","level":2,"score":0.5841000080108643},{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.5690000057220459},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.5627999901771545},{"id":"https://openalex.org/C22171661","wikidata":"https://www.wikidata.org/wiki/Q1074380","display_name":"Stochastic game","level":2,"score":0.5357999801635742},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.49050000309944153},{"id":"https://openalex.org/C58435881","wikidata":"https://www.wikidata.org/wiki/Q1868500","display_name":"Local martingale","level":3,"score":0.46790000796318054},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.4595000147819519},{"id":"https://openalex.org/C157709441","wikidata":"https://www.wikidata.org/wiki/Q1411887","display_name":"Uniform convergence","level":3,"score":0.43389999866485596},{"id":"https://openalex.org/C90377204","wikidata":"https://www.wikidata.org/wiki/Q1052594","display_name":"Uniform boundedness","level":3,"score":0.4090999960899353},{"id":"https://openalex.org/C30268764","wikidata":"https://www.wikidata.org/wiki/Q3707378","display_name":"Martingale difference sequence","level":3,"score":0.4004000127315521},{"id":"https://openalex.org/C62354387","wikidata":"https://www.wikidata.org/wiki/Q875399","display_name":"Boundary (topology)","level":2,"score":0.3856000006198883},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.3711000084877014},{"id":"https://openalex.org/C2908647359","wikidata":"https://www.wikidata.org/wiki/Q2625603","display_name":"Population","level":2,"score":0.3596000075340271},{"id":"https://openalex.org/C95763700","wikidata":"https://www.wikidata.org/wiki/Q578985","display_name":"Convergence of random variables","level":3,"score":0.3547999858856201},{"id":"https://openalex.org/C188198153","wikidata":"https://www.wikidata.org/wiki/Q1613840","display_name":"Limiting","level":2,"score":0.3357999920845032},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.32820001244544983},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.32749998569488525},{"id":"https://openalex.org/C179254644","wikidata":"https://www.wikidata.org/wiki/Q13222844","display_name":"Moment (physics)","level":2,"score":0.3240000009536743},{"id":"https://openalex.org/C166785042","wikidata":"https://www.wikidata.org/wiki/Q190391","display_name":"Central limit theorem","level":2,"score":0.30570000410079956},{"id":"https://openalex.org/C57869625","wikidata":"https://www.wikidata.org/wiki/Q1783502","display_name":"Rate of convergence","level":3,"score":0.29010000824928284},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.28610000014305115},{"id":"https://openalex.org/C185767445","wikidata":"https://www.wikidata.org/wiki/Q207952","display_name":"Law of large numbers","level":3,"score":0.28349998593330383},{"id":"https://openalex.org/C2777742833","wikidata":"https://www.wikidata.org/wiki/Q1964083","display_name":"Reciprocal","level":2,"score":0.2809000015258789},{"id":"https://openalex.org/C182310444","wikidata":"https://www.wikidata.org/wiki/Q1332643","display_name":"Boundary value problem","level":2,"score":0.2797999978065491},{"id":"https://openalex.org/C75432250","wikidata":"https://www.wikidata.org/wiki/Q29654355","display_name":"Real line","level":2,"score":0.27810001373291016},{"id":"https://openalex.org/C21031990","wikidata":"https://www.wikidata.org/wiki/Q355020","display_name":"Probability measure","level":2,"score":0.2736000120639801},{"id":"https://openalex.org/C186215838","wikidata":"https://www.wikidata.org/wiki/Q772232","display_name":"Conditional expectation","level":2,"score":0.26589998602867126},{"id":"https://openalex.org/C118733216","wikidata":"https://www.wikidata.org/wiki/Q332504","display_name":"Absolute continuity","level":2,"score":0.2551000118255615}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.2139/ssrn.7383120","doi":"https://doi.org/10.2139/ssrn.7383120","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.7383120","pdf_url":"https://doi.org/10.2139/ssrn.7383120","source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:arXiv.org:2609.30329","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2609.30329","pdf_url":"https://arxiv.org/pdf/2609.30329","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"doi:10.48550/arxiv.2609.30329","doi":"https://doi.org/10.48550/arxiv.2609.30329","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2609.30329","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"doi:10.2139/ssrn.7383120","doi":"https://doi.org/10.2139/ssrn.7383120","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.7383120","pdf_url":"https://doi.org/10.2139/ssrn.7383120","source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W7204991224.pdf","grobid_xml":"https://content.openalex.org/works/W7204991224.grobid-xml"},"referenced_works_count":32,"referenced_works":["https://openalex.org/W568632016","https://openalex.org/W1967929385","https://openalex.org/W1998548744","https://openalex.org/W2104361850","https://openalex.org/W2125852692","https://openalex.org/W2246915724","https://openalex.org/W2338681524","https://openalex.org/W2519365042","https://openalex.org/W2528863944","https://openalex.org/W2605906613","https://openalex.org/W2744364322","https://openalex.org/W2929790516","https://openalex.org/W2944656306","https://openalex.org/W2981528476","https://openalex.org/W3001315751","https://openalex.org/W3011587674","https://openalex.org/W3092864612","https://openalex.org/W3122928144","https://openalex.org/W3123314309","https://openalex.org/W3125660228","https://openalex.org/W3201528725","https://openalex.org/W4225554945","https://openalex.org/W4233762729","https://openalex.org/W4293092461","https://openalex.org/W4366561538","https://openalex.org/W4385663870","https://openalex.org/W4399072035","https://openalex.org/W4414108388","https://openalex.org/W4415121700","https://openalex.org/W4416611788","https://openalex.org/W7135091191","https://openalex.org/W7162808665"],"related_works":["https://openalex.org/W4415121700","https://openalex.org/W7147282680","https://openalex.org/W4238603348","https://openalex.org/W3201528725","https://openalex.org/W2949119728","https://openalex.org/W3122729586","https://openalex.org/W2057395645","https://openalex.org/W3128329062","https://openalex.org/W1652550616","https://openalex.org/W3131805485"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-11-06T12:05:46.655746","created_date":"2026-09-02T00:00:00"}