On a problem of optimal transport under marginal martingale constraints (Q272939)
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scientific article; zbMATH DE number 6571496
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On a problem of optimal transport under marginal martingale constraints |
scientific article; zbMATH DE number 6571496 |
Statements
On a problem of optimal transport under marginal martingale constraints (English)
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21 April 2016
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optimal transport
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convex order
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martingales
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model-independence
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0.8425299525260925
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0.8295451402664185
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0.8278164267539978
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0.8272529244422913
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0.8254066705703735
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