Martingale optimal transport in the discrete case via simple linear programming techniques

Nicole Bäuerle, Daniel Schmithals

Year of publication:	2019
Authors:	Bäuerle, Nicole ; Schmithals, Daniel Matthias
Published in:	Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 90.2019, 3, p. 453-476
Subject:	Martingale optimal transport \| Linear programming \| Convex order \| Left-monotone transport plan \| Mathematische Optimierung \| Mathematical programming \| Theorie \| Theory \| Martingal \| Martingale

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