Tightness and duality of martingale transport on the Skorokhod space (Q511137)
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scientific article; zbMATH DE number 6684579
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| English | Tightness and duality of martingale transport on the Skorokhod space |
scientific article; zbMATH DE number 6684579 |
Statements
Tightness and duality of martingale transport on the Skorokhod space (English)
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14 February 2017
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\(S\)-topology
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dynamic programming principle
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robust superhedging
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0.916196584701538
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0.8853641748428345
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0.862150251865387
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0.8621272444725037
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0.8365693688392639
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