Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality (Q6341420)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality |
scientific article |
Statements
26 May 2020
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q-fin.MF
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math.PR
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