Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124): Difference between revisions
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Revision as of 10:00, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging |
scientific article |
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Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (English)
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29 January 2016
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martingale inequalities
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Skorokhod embedding problem
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robust hedging problem
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