Pages that link to "Item:Q2283306"
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The following pages link to Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306):
Displaying 6 items.
- An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
- Complete duality for martingale optimal transport on the line (Q1681599) (← links)
- Structure of optimal martingale transport plans in general dimensions (Q1731886) (← links)
- An optimal transport problem with backward martingale constraints motivated by insider trading (Q2117442) (← links)
- CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS (Q4994444) (← links)
- Discrete Optimal Transport with Independent Marginals is #P-Hard (Q6155882) (← links)