The Bass functional of martingale transport
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Publication:6451879
arXiv2309.11181MaRDI QIDQ6451879
Bertram Tschiderer, Walter Schachermayer, J. Backhoff-Veraguas
Publication date: 20 September 2023
Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)
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