Continuity of the martingale optimal transport problem on the real line
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Publication:6138920
DOI10.1214/22-aap1928arXiv1905.04574OpenAlexW2944656306MaRDI QIDQ6138920
Publication date: 16 January 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.04574
Martingales with discrete parameter (60G42) Financial applications of other theories (91G80) Martingales and classical analysis (60G46)
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