"Martingale optimal transport in the discrete case via simple linear ..."

Nicole Bäuerle, Daniel Schmithals (2019)

> Home

Details and statistics

DOI: 10.1007/S00186-019-00684-8

access: closed

type: Journal Article

metadata version: 2025-01-19

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mmor/BauerleS19
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mmor/BauerleS19
Nicole Bäuerle, Daniel Schmithals:
Martingale optimal transport in the discrete case via simple linear programming techniques. Math. Methods Oper. Res. 90(3): 453-476 (2019)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.