Multiperiod martingale transport (Q2301489)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multiperiod martingale transport |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multiperiod martingale transport |
scientific article |
Statements
Multiperiod martingale transport (English)
0 references
24 February 2020
0 references
optimal transport
0 references
martingale coupling
0 references
duality
0 references
0 references
0 references
0 references
0.8425299525260925
0 references
0.8337215185165405
0 references
0.8124279975891113
0 references
0.80604487657547
0 references
0.7924351096153259
0 references
