Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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