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Martingale Optimal Transport and Martingale Schrödinger Bridges for Calibration of Stochastic Volatility Models

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Zitridis, Antonios
Format:	Preprint
Publié:	2025
Sujets:	Optimization and Control Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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