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