Geometry of vectorial martingale optimal transport and robust option pricing (Q6450548)
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preprint article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometry of vectorial martingale optimal transport and robust option pricing |
preprint article from arXiv |
Statements
10 September 2023
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q-fin.MF
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math.OC
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math.PR
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Joshua Zoen-Git Hiew
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Tongseok Lim
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Brendan Pass
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Marcelo Cruz de Souza
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