A new family of one dimensional martingale couplings (Q2024524)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new family of one dimensional martingale couplings |
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A new family of one dimensional martingale couplings (English)
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4 May 2021
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convex order
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martingale optimal transport
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Wasserstein distance
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martingale couplings
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