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Geometry of vectorial martingale optimal transport and robust option pricing - MaRDI portal

Geometry of vectorial martingale optimal transport and robust option pricing

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Publication:6450548

arXiv2309.04947MaRDI QIDQ6450548

Author name not available (Why is that?)

Publication date: 10 September 2023




Has companion code repository: https://github.com/souza-m/vmot








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