Dimension Reduction in Martingale Optimal Transport: Geometry and Robust Option Pricing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hiew, Joshua Zoen-Git, Lim, Tongseok, Pass, Brendan, de Souza, Marcelo Cruz
Format:	Preprint
Published:	2023
Subjects:	Mathematical Finance Optimization and Control Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2309.04947