Engström, L., Källblad, S., & Karlsson, J. (2024). Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport.
Chicago Style (17th ed.) CitationEngström, Linn, Sigrid Källblad, and Johan Karlsson. Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport. 2024.
MLA (9th ed.) CitationEngström, Linn, et al. Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport. 2024.
Warning: These citations may not always be 100% accurate.