Geometry of vectorial martingale optimal transportations and duality (Q6120844): Difference between revisions
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Latest revision as of 18:37, 30 December 2024
scientific article; zbMATH DE number 7807812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometry of vectorial martingale optimal transportations and duality |
scientific article; zbMATH DE number 7807812 |
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Geometry of vectorial martingale optimal transportations and duality (English)
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21 February 2024
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optimal transport
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martingale
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duality
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dual attainment
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extremal correlation structure
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infinite-dimensional linear programming
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