Geometry of vectorial martingale optimal transportations and duality (Q6120844)
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scientific article; zbMATH DE number 7807812
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| English | Geometry of vectorial martingale optimal transportations and duality |
scientific article; zbMATH DE number 7807812 |
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Geometry of vectorial martingale optimal transportations and duality (English)
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21 February 2024
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optimal transport
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martingale
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duality
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dual attainment
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extremal correlation structure
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infinite-dimensional linear programming
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0.8081874847412109
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0.7946457862854004
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0.7943403720855713
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0.7897076606750488
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0.7811684012413025
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