Martingale Optimal Transport with Stopping
Year of publication: |
2017
|
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Authors: | Bayraktar, Erhan |
Other Persons: | Cox, Alexander (contributor) ; Stoev, Yavor (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Martingal | Martingale | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (18 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: SIAM Journal on Control and Optimization, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 22, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2926552 [DOI] |
Classification: | C73 - Stochastic and Dynamic Games |
Source: | ECONIS - Online Catalogue of the ZBW |
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