Quantcast
Channel: MoneyScience: MoneyScience's news channel - arXiv > Recent Papers in Quant Finance
Viewing all articles
Browse latest Browse all 2696

Martingale Benamou--Brenier: a probabilistic perspective. (arXiv:1708.04869v1 [math.PR])

$
0
0

In classical optimal transport, the contributions of Benamou-Brenier and McCann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical areas.

read more...


Viewing all articles
Browse latest Browse all 2696

Trending Articles