Matrix representation of martingale measures with quantized marginals (Q6045480)
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scientific article; zbMATH DE number 7689938
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| default for all languages | No label defined |
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| English | Matrix representation of martingale measures with quantized marginals |
scientific article; zbMATH DE number 7689938 |
Statements
31 May 2023
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martingale measure
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convex ordering
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\(U_n\)-quantization
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bistochastic matrix
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Pareto distribution
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0.7371059060096741
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0.7284942865371704
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0.7202379703521729
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0.7082504630088806
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0.7061622738838196
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