Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306)
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scientific article
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| English | Martingale optimal transport in the discrete case via simple linear programming techniques |
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Martingale optimal transport in the discrete case via simple linear programming techniques (English)
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30 December 2019
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martingale optimal transport
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linear programming
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convex order
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left-monotone transport plan
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0.8235511183738708
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0.8164330124855042
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0.8122612237930298
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0.8077672719955444
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0.8028854131698608
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