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Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computation

Fuente: arXiv

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Bibliographic Details
Main Authors:	Che, Charlie, Lim, Tongseok, Sun, Yue
Format:	Preprint
Published:	2026
Subjects:	Mathematical Finance Theoretical Economics Optimization and Control Probability Computational Finance
Online Access:	Acceder al recurso
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