Dual attainment for the martingale transport problem (Q2419652)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual attainment for the martingale transport problem |
scientific article |
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Dual attainment for the martingale transport problem (English)
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14 June 2019
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dual attainment
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Kantorovich duality
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martingale optimal transport
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robust mathematical finance
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