Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality.
Frittelli, M.
Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality. - Rio de Janeiro: IMPA, 2020. - video online
Talk
Matematica.
cs
Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality. - Rio de Janeiro: IMPA, 2020. - video online
Talk
Matematica.
cs