The structure of martingale Benamou$-$Brenier in $\mathbb{R}^{d}$
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Publication:6440769
arXiv2306.11019MaRDI QIDQ6440769
Mathias Beiglböck, Bertram Tschiderer, J. Backhoff-Veraguas, Walter Schachermayer
Publication date: 19 June 2023
Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)
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