On entropy martingale optimal transport theory (Q6581903)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7890790
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On entropy martingale optimal transport theory |
scientific article; zbMATH DE number 7890790 |
Statements
On entropy martingale optimal transport theory (English)
0 references
1 August 2024
0 references
martingale optimal transport
0 references
entropy optimal transport
0 references
pricing-hedging duality
0 references
robust finance
0 references
pathwise finance
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9155793786048888
0 references
0.8016087412834167
0 references
0.7973801493644714
0 references
0.7947795987129211
0 references
0.7899835705757141
0 references
