Complete duality for martingale optimal transport on the line (Q1681599)

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Complete duality for martingale optimal transport on the line
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    Statements

    title
    Complete duality for martingale optimal transport on the line (English)
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    author
    Mathias Beiglböck
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    Marcel Nutz
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    Nizar Touzi
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    publication date
    24 November 2017
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    zbMATH Keywords
    martingale optimal transport
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    Kantorovich duality
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    Identifiers

    DOI
    10.1214/16-AOP1131
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    zbMATH DE Number
    6812200
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