A multi-marginal c-convex duality theorem for martingale optimal transport
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Publication:6569444
DOI10.1016/J.SPL.2024.110112MaRDI QIDQ6569444
Publication date: 9 July 2024
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Variational problems in a geometric measure-theoretic setting (49Q20) Martingales with continuous parameter (60G44) Optimal transportation (49Q22)
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