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Results: 5

Authors: Beiglböck, Mathias Juillet, Nicolas
Citation: Beiglböck, Mathias et Juillet, Nicolas, On a problem of optimal transport under marginal martingale constraints, Annals of probability (Online) , 44(1), 2016, pp. 42-106

Authors: Beiglböck, Mathias Juillet, Nicolas
Citation: Beiglböck, Mathias et Juillet, Nicolas, On a problem of optimal transport under marginal martingale constraints, Annals of probability , 44(1), 2016, pp. 42-106

Authors: Backhoff-Veraguas, Julio Källblad, Sigrid. Martingale Benamou.Brenier Huesmann, Martin Beiglböck, Mathias
Citation: Backhoff-veraguas, Julio et al., Martingale Benamou.Brenier: A probabilistic perspective, Annals of probability (Online) , 48(5), 2020, pp. 2258-2289

Authors: Beiglböck, Mathias Nutz, Marcel Touzi, Nizar
Citation: Beiglböck, Mathias et al., Complete duality for martingale optimal transport on the line, Annals of probability (Online) , 45(5), 2017, pp. 3038-3074

Authors: Beiglböck, Mathias Nutz, Marcel Touzi, Nizar
Citation: Beiglböck, Mathias et al., Complete duality for martingale optimal transport on the line, Annals of probability , 45(5), 2017, pp. 3038-3074
Risultati: 1-5 |