Tightness and duality of martingale transport on the Skorokhod space (Q511137)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tightness and duality of martingale transport on the Skorokhod space |
scientific article |
Statements
Tightness and duality of martingale transport on the Skorokhod space (English)
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14 February 2017
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\(S\)-topology
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dynamic programming principle
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robust superhedging
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