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Convergence results for approximations with independent variables - MaRDI portal

Convergence results for approximations with independent variables

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Publication:6643156

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DOI10.3934/FMF.2024014MaRDI QIDQ6643156

Chitro Majumdar, Freddy Delbaen

Publication date: 26 November 2024

Published in: Frontiers of Mathematical Finance (Search for Journal in Brave)

zbMATH Keywords

independence approximation transport theory optimal transport plan Monge-Kantorovitch

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99) Probability theory and stochastic processes (60-XX)

Cites Work

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