An explicit martingale version of the one-dimensional Brenier theorem (Q309163): Difference between revisions

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Revision as of 12:41, 12 July 2024

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An explicit martingale version of the one-dimensional Brenier theorem
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    An explicit martingale version of the one-dimensional Brenier theorem (English)
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    7 September 2016
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    model-independent pricing
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    martingale optimal transport problem
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    robust superreplication theorem
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