Distributionally Robust Martingale Optimal Transport (Q6370195)
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preprint article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally Robust Martingale Optimal Transport |
preprint article from arXiv |
Statements
14 June 2021
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math.PR
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math.OC
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math.ST
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q-fin.CP
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stat.TH
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Zhengqing Zhou
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Jose Blanchet
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Peter W. Glynn
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