On the stability of the martingale optimal transport problem: a set-valued map approach (Q2244467): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 2102.02718 / rank | |||
Normal rank |
Revision as of 02:47, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the stability of the martingale optimal transport problem: a set-valued map approach |
scientific article |
Statements
On the stability of the martingale optimal transport problem: a set-valued map approach (English)
0 references
12 November 2021
0 references
martingale optimal transport
0 references
stability
0 references
set-valued map
0 references
Berge's maximum theorem
0 references