Multiperiod martingale transport (Q2301489)
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scientific article; zbMATH DE number 7173247
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multiperiod martingale transport |
scientific article; zbMATH DE number 7173247 |
Statements
Multiperiod martingale transport (English)
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24 February 2020
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optimal transport
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martingale coupling
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duality
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0.8425299525260925
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0.8337215185165405
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0.8124279975891113
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0.80604487657547
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0.7924351096153259
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