Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7146969
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Martingale optimal transport in the discrete case via simple linear programming techniques |
scientific article; zbMATH DE number 7146969 |
Statements
Martingale optimal transport in the discrete case via simple linear programming techniques (English)
0 references
30 December 2019
0 references
martingale optimal transport
0 references
linear programming
0 references
convex order
0 references
left-monotone transport plan
0 references
0.8235511183738708
0 references
0.8164330124855042
0 references
0.8122612237930298
0 references
0.8077672719955444
0 references
0.8028854131698608
0 references
