Weak transport for non‐convex costs and model‐independence in a fixed‐income market (Q6054386)
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scientific article; zbMATH DE number 7743041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak transport for non‐convex costs and model‐independence in a fixed‐income market |
scientific article; zbMATH DE number 7743041 |
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Weak transport for non‐convex costs and model‐independence in a fixed‐income market (English)
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28 September 2023
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fixed-income markets
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robust pricing and hedging
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weak transport problem
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