Martingale transport with homogeneous stock movements (Q4991072)
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scientific article; zbMATH DE number 7353677
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.8170676827430725
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0.8094030618667603
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0.8008904457092285
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0.7837437391281128
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0.7702502608299255
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