Convergence of Sinkhorn's Algorithm for Entropic Martingale Optimal Transport Problem

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chen, Fan, Conforti, Giovanni, Ren, Zhenjie, Wang, Xiaozhen
Format:	Preprint
Published:	2024
Subjects:	Probability 60-08
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.14186