Martingale optimal transport duality


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



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.




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