Tightness and duality of martingale transport on the Skorokhod space (Q511137)
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: Tightness and duality of martingale transport on the Skorokhod space |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Tightness and duality of martingale transport on the Skorokhod space |
scientific article |
Statements
Tightness and duality of martingale transport on the Skorokhod space (English)
0 references
14 February 2017
0 references
\(S\)-topology
0 references
dynamic programming principle
0 references
robust superhedging
0 references
0 references
0 references
0 references
0 references
0 references
