Complete duality for martingale optimal transport on the line (Q1681599): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1507.00671 / rank | |||
Normal rank | |||
Revision as of 20:49, 18 April 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
