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

Nicole Bäuerle, Daniel Schmithals (2019)

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DOI: 10.1007/S00186-019-00684-8

access: closed

type: Journal Article

metadata version: 2023-06-26

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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)

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