The Martingale Sinkhorn Algorithm

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hasenbichler, Manuel, Joseph, Benjamin, Loeper, Gregoire, Obloj, Jan, Pammer, Gudmund
Format:	Preprint
Published:	2023
Subjects:	Computational Finance Probability 49Q22, 60G44, 65K10, 90C46
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2310.13797