Dual attainment for the martingale transport problem (Q2419652)
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scientific article; zbMATH DE number 7066234
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dual attainment for the martingale transport problem |
scientific article; zbMATH DE number 7066234 |
Statements
Dual attainment for the martingale transport problem (English)
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14 June 2019
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dual attainment
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Kantorovich duality
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martingale optimal transport
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robust mathematical finance
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0.8370619416236877
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0.8169020414352417
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0.7930675148963928
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0.781376302242279
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0.7790179252624512
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