10-13 Jan 2017 Paris (France)
Causal optimal transport and its links to enlargement of filtrations and stochastic optimization problems
Beatrice Acciaio  1  
1 : London School of Economics

Causal optimal transport and its links to enlargement of filtrations and stochastic optimization problems

Subject : : Invited talk in a mini-symposium
Topics : Model Risk & Robustness
  • Presentation
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