An explicit martingale version of the one-dimensional Brenier theorem (Q309163)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit martingale version of the one-dimensional Brenier theorem |
scientific article |
Statements
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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