Multiperiod martingale transport (Q2301489): Difference between revisions
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Revision as of 13:36, 28 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod martingale transport |
scientific article |
Statements
Multiperiod martingale transport (English)
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24 February 2020
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optimal transport
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martingale coupling
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duality
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