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