Quantization and martingale couplings (Q5026465)
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scientific article; zbMATH DE number 7470628
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| English | Quantization and martingale couplings |
scientific article; zbMATH DE number 7470628 |
Statements
8 February 2022
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quantization
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martingale coupling
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weak martingale optimal transport
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adapted Wasserstein distance
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math.PR
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0.8375581502914429
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0.7941731214523315
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0.7926318645477295
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0.7686765193939209
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0.7665051221847534
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