On the stability of the martingale optimal transport problem: a set-valued map approach (Q2244467)
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English | On the stability of the martingale optimal transport problem: a set-valued map approach |
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On the stability of the martingale optimal transport problem: a set-valued map approach (English)
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12 November 2021
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martingale optimal transport
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stability
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set-valued map
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Berge's maximum theorem
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