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

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Benamou, Jean-David, Chazareix, Guillaume, Loeper, Grégoire
Format:	Preprint
Publié:	2024
Sujets:	Optimization and Control
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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