A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
Galichon, A., Henry-Labordère, P., Touzi, N.Volume:
24
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/13-aap925
Date:
February, 2014
File:
PDF, 237 KB
english, 2014