Martingale optimal transport duality
Cheridito, Patrick, Kiiski, Matti, Prömel, David J., Soner, H. MeteLanguage:
english
Journal:
Mathematische Annalen
DOI:
10.1007/s00208-019-01952-y
Date:
January, 2020
File:
PDF, 489 KB
english, 2020