Martingale optimal transport duality

DOI:	https://doi.org/10.1007/s00208-019-01952-y
URL:	https://link.springer.com/article/10.1007/s00208-0...
Additional URL:	https://www.researchgate.net/publication/338803512...
Document Type:	Article
Year of publication:	2021
The title of a journal, publication series:	Mathematische Annalen
Volume:	379
Issue number:	3-4
Page range:	1685-1712
Place of publication:	Berlin ; Göttingen ; Heidelberg
Publishing house:	Springer
ISSN:	0025-5831 , 1432-1807
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Mathematical Finance (Prömel 2019-)
Subject:	510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Cheridito, Patrick ; Kiiski, Matti ; Prömel, David J. ; Soner, H. Mete

Google Scholar: Cheridito, Patrick ; Kiiski, Matti ; Prömel, David J. ; Soner, H. Mete

ORCID: Cheridito, Patrick ; Kiiski, Matti ; Prömel, David J.

; Soner, H. Mete

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