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Distributionally Robust Martingale Optimal Transport
14 June 2021
Zhengqing Zhou
Jose H. Blanchet
Peter Glynn
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ArXiv (abs)
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Papers citing
"Distributionally Robust Martingale Optimal Transport"
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Title
Distributionally robust risk evaluation with a causality constraint and structural information
Bing Han
52
5
0
20 Mar 2022
1
