Geometry of vectorial martingale optimal transportations and duality (Q6120844)
From MaRDI portal
scientific article; zbMATH DE number 7807812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometry of vectorial martingale optimal transportations and duality |
scientific article; zbMATH DE number 7807812 |
Statements
Geometry of vectorial martingale optimal transportations and duality (English)
0 references
21 February 2024
0 references
optimal transport
0 references
martingale
0 references
duality
0 references
dual attainment
0 references
extremal correlation structure
0 references
infinite-dimensional linear programming
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
