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A pointwise bipolar theorem - MaRDI portal

A pointwise bipolar theorem (Q4621359)

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scientific article; zbMATH DE number 7020560
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English
A pointwise bipolar theorem
scientific article; zbMATH DE number 7020560

    Statements

    title
    A pointwise bipolar theorem (English)
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    author
    Daniel Bartl
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    Michael Kupper
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    publication date
    12 February 2019
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    zbMATH Keywords
    bipolar theorem
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    convex closed sets
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    duality
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    robust finance
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    transport duality
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    semistatic hedging
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    cites work
    Q4938954
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    Model-Free Hedging
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    On a problem of Monge
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    Q5677740
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    Optimal Transport
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    Identifiers

    DOI
    10.1090/proc/14231
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    Mathematics Subject Classification ID
    46N10
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    46N30
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    91G10
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    zbMATH DE Number
    7020560
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    OpenAlex ID
    W3099056301
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    arXiv ID
    1702.02490
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    Wikidata QID
    Q128929300
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