Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495)
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scientific article; zbMATH DE number 7673716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entropy martingale optimal transport and nonlinear pricing-hedging duality |
scientific article; zbMATH DE number 7673716 |
Statements
Entropy martingale optimal transport and nonlinear pricing-hedging duality (English)
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12 April 2023
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martingale optimal transport problem
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entropy optimal transport problem
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pricing-hedging duality
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robust finance
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pathwise finance
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0.92063004
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0.8965749
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0.89052236
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0.88796395
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0.8878564
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0.88620985
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0.8762022
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