Martingale transport with homogeneous stock movements (Q4991072)
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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)
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2 June 2021
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robust pricing
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martingale optimal transport
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superhedging
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market information
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transaction costs
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