Multiperiod martingale transport (Q2301489)

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Multiperiod martingale transport
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    Statements

    title
    Multiperiod martingale transport (English)
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    author
    Marcel Nutz
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    Florian Stebegg
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    Xiaowei Tan
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    publication date
    24 February 2020
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    zbMATH Keywords
    optimal transport
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    martingale coupling
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    duality
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    cites work
    Root to Kellerer
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    Shadow couplings
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    Stochastic Finance
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    Q4778955
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    Identifiers

    zbMATH DE Number
    7173247
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    OpenAlex ID
    W2604253913
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    arXiv ID
    1703.10588
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    Wikidata QID
    Q127759380
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