On entropy martingale optimal transport theory (Q6581903)
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scientific article; zbMATH DE number 7890790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On entropy martingale optimal transport theory |
scientific article; zbMATH DE number 7890790 |
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On entropy martingale optimal transport theory (English)
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1 August 2024
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martingale optimal transport
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entropy optimal transport
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pricing-hedging duality
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robust finance
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pathwise finance
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