Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124)
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: Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging |
scientific article; zbMATH DE number 6537091
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging |
scientific article; zbMATH DE number 6537091 |
Statements
Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (English)
0 references
29 January 2016
0 references
martingale inequalities
0 references
Skorokhod embedding problem
0 references
robust hedging problem
0 references
0 references
0 references
0.93139374
0 references
0.9046532
0 references
0 references
0.89352363
0 references
0.89031565
0 references
0.88918555
0 references
0.8873406
0 references
0.8873406
0 references
0.8873406
0 references
