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A Multi-Marginal C-Convex Duality Theorem for Martingale Optimal Transport

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Sester, Julian
Formato:	Preprint
Publicado:	2023
Materias:	Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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