The left-curtain martingale coupling in the presence of atoms (Q2415517): Difference between revisions
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Latest revision as of 12:43, 28 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The left-curtain martingale coupling in the presence of atoms |
scientific article |
Statements
The left-curtain martingale coupling in the presence of atoms (English)
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22 May 2019
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martingale optimal transport
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optimal stopping
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model-independent pricing
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American put
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