Approximation of martingale couplings on the line in the adapted weak topology (Q2140003)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of martingale couplings on the line in the adapted weak topology |
scientific article |
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Approximation of martingale couplings on the line in the adapted weak topology (English)
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20 May 2022
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martingale optimal transport
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adapted Wasserstein distance
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stability
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