Change of numeraire for weak martingale transport

Fuente: arXiv

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Bibliographic Details
Main Authors:	Beiglböck, Mathias, Pammer, Gudmund, Riess, Lorenz
Format:	Preprint
Published:	2024
Subjects:	Probability Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2406.07523