On the stability of the martingale optimal transport problem: a set-valued map approach

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Publication:2244467

DOI10.1016/j.spl.2021.109131zbMath1477.49068arXiv2102.02718OpenAlexW3159458423MaRDI QIDQ2244467

Ariel Neufeld, Julian Sester

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.02718




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