Martingale transport with homogeneous stock movements (Q4991072): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1908.10242 / rank | |||
Normal rank |
Revision as of 22:15, 19 April 2024
scientific article; zbMATH DE number 7353677
Language | Label | Description | Also known as |
---|---|---|---|
English | Martingale transport with homogeneous stock movements |
scientific article; zbMATH DE number 7353677 |
Statements
Martingale transport with homogeneous stock movements (English)
0 references
2 June 2021
0 references
robust pricing
0 references
martingale optimal transport
0 references
superhedging
0 references
market information
0 references
transaction costs
0 references