Frittelli, M. <br/><br/>
Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality. 

 - Rio de Janeiro:  IMPA,  2020. 
 - video online 
<br/><br/> Talk 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Matematica.
<br/><br/><label>Dewey Class. No.: </label>cs