SHADOW COUPLINGS

Beiglbock, M; Juillet, N

Beiglbock, M (corresponding author), Univ Vienna, Fac Math, Oskar Morgensternpl 1, A-1090 Vienna, Austria.

TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 2021; 374 (7): 4973

Abstract

A classical result of Strassen asserts that given probabilities mu, nu on the real line which are in convex order, there exists a martingale coupling ......

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