ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS |
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ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (English)
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5 August 2020
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martingale optimal transport
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robust pricing
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Markov property
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duality
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