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1 Ergebnisse
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Martingale optimal transport duality:
Cheridito, Patrick
;
Kiiski, Matti
;
Prömel, David J
.
http://arxiv.org/abs/1904.04644. , 2019
Link:
http://arxiv.org/abs/1904.04644
RT Journal T1 <Title>Martingale optimal transport duality</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftarxivpreprints:oai:arXiv.org:1904.04644&Exemplar=1&LAN=DE A1 Cheridito, Patrick A1 Kiiski, Matti A1 Prömel, David J A1 Soner, H. Mete YR 2019 K1 Mathematics - Functional Analysis K1 Quantitative Finance - Mathematical Finance K1 60B05 K1 60G44 K1 91B24 K1 91G20 JF http://arxiv.org/abs/1904.04644 LK http://arxiv.org/abs/1904.04644 DO http://arxiv.org/abs/1904.04644 SF ELIB - SuUB Bremen
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