Approximation of optimal transport problems with marginal moments constraints (Q5145096)

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scientific article; zbMATH DE number 7298453
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English
Approximation of optimal transport problems with marginal moments constraints
scientific article; zbMATH DE number 7298453

    Statements

    title
    Approximation of optimal transport problems with marginal moments constraints (English)
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    author
    Aurélien Alfonsi
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    Rafaël Coyaud
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    Damiano Lombardi
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    Virginie Ehrlacher
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    publication date
    20 January 2021
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    zbMATH Keywords
    martingale optimal transport
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    cites work
    Q5386174
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    Q3159729
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    Model-Free Hedging
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    Optimal Transport
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    Identifiers

    DOI
    10.1090/mcom/3568
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    Mathematics Subject Classification ID
    49M25
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    49M20
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    65K10
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    49Q22
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    zbMATH DE Number
    7298453
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    OpenAlex ID
    W3088776952
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    arXiv ID
    1905.05663
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