Multiperiod martingale transport (Q2301489): Difference between revisions
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| Property / DOI: 10.1016/j.spa.2019.05.010 / rank | |||
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| Property / DOI: 10.1016/J.SPA.2019.05.010 / rank | |||
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Revision as of 22:39, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod martingale transport |
scientific article |
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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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