Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124)
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scientific article; zbMATH DE number 6537091
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| default for all languages | No label defined |
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| 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)
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29 January 2016
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martingale inequalities
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Skorokhod embedding problem
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robust hedging problem
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0.93139374
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0.9046532
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0.89352363
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0.89031565
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0.88918555
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0.8873406
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0.8873406
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0.8873406
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