Distributionally Robust Martingale Optimal Transport (Q6370195)

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preprint article from arXiv
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Distributionally Robust Martingale Optimal Transport
preprint article from arXiv

    Statements

    publication date
    14 June 2021
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    arXiv ID
    2106.07191
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    arXiv classification
    math.PR
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    math.OC
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    math.ST
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    q-fin.CP
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    stat.TH
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    author name string
    Zhengqing Zhou
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    Jose Blanchet
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    Peter W. Glynn
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