Transport plans with domain constraints (Q2045149)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transport plans with domain constraints |
scientific article |
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Transport plans with domain constraints (English)
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11 August 2021
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martingale optimal transport
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domain constraints
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bounded volatility/quadratic variation
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\(G\)-expectations
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Kantorovich duality
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monotonicity principle
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