Complete duality for martingale optimal transport on the line (Q1681599): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:17, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Complete duality for martingale optimal transport on the line |
scientific article |
Statements
Complete duality for martingale optimal transport on the line (English)
0 references
24 November 2017
0 references
martingale optimal transport
0 references
Kantorovich duality
0 references
