Maximal martingale Wasserstein inequality (Q6597242)
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scientific article; zbMATH DE number 7905743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximal martingale Wasserstein inequality |
scientific article; zbMATH DE number 7905743 |
Statements
Maximal martingale Wasserstein inequality (English)
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3 September 2024
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martingale optimal transport
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Wasserstein distance
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convex order
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martingale couplings
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