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Martingale Optimal Transport and Robust Hedging in Continuous Time

Martingale Optimal Transport and Robust Hedging in Continuous Time

AutorHalil Mete Soner, Y. Dolinsky
JournalProbability Theory and Related Fields
Datum1. Jan. 2014
KategorieAcademic Publications
Volumevol. 160, pp 391-427

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