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From entropic transport to martingale transport, and applications to model calibration

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Benamou, Jean-David, Chazareix, Guillaume, Loeper, Grégoire
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Optimization and Control
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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