Convex Duality in Martingale Optimal Transport
Open access
Date
2019Type
- Doctoral Thesis
ETH Bibliography
yes
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Permanent link
https://doi.org/10.3929/ethz-b-000360489Publication status
publishedExternal links
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Publisher
ETH ZurichOrganisational unit
02000 - Dep. Mathematik / Dep. of Mathematics03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Funding
172815 - Asymptotics and Model Uncertainty in Optimal Control (SNF)
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ETH Bibliography
yes
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