On intermediate marginals in martingale optimal transportation
Year of publication: |
2023
|
---|---|
Authors: | Sester, Julian |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 17.2023, 4, p. 615-654
|
Subject: | Additional information | Intermediate marginals | Martingale optimal transport | Robust price bounds |
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