The Gradient Flow of the Bass Functional in Martingale Optimal Transport

Fuente: arXiv

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Bibliographic Details
Main Authors:	Backhoff-Veraguas, Julio, Pammer, Gudmund, Schachermayer, Walter
Format:	Preprint
Published:	2024
Subjects:	Probability Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.18781