The left-curtain martingale coupling in the presence of atoms (Q2415517)
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scientific article; zbMATH DE number 7057470
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| default for all languages | No label defined |
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| English | The left-curtain martingale coupling in the presence of atoms |
scientific article; zbMATH DE number 7057470 |
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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0.889308512210846
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0.8160657286643982
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0.7778118252754211
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0.7573387026786804
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