An extension of martingale transport and stability in robust finance

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Jourdain, Benjamin, and Gudmund Pammer. “An Extension of Martingale Transport and Stability in Robust Finance”. Electronic Journal of Probability, vol. 29, no. none, 2024, https://doi.org/10.1214/24-ejp1114.
Jourdain, B., & Pammer, G. (2024). An extension of martingale transport and stability in robust finance. Electronic Journal of Probability, 29(none). https://doi.org/10.1214/24-ejp1114
Jourdain, Benjamin, and Gudmund Pammer. “An Extension of Martingale Transport and Stability in Robust Finance”. Electronic Journal of Probability 29, no. none (2024). https://doi.org/10.1214/24-ejp1114.
Jourdain B, Pammer G. An extension of martingale transport and stability in robust finance. Electronic Journal of Probability. 2024;29(none).
Refrences
Title Journal Journal Categories Citations Publication Date
10.1214/lnms/1215089751
10.1007/978-1-4757-4015-8
10.1007/978-3-319-44465-9_2
Kantorovich duality for general transport costs and applications Journal of Functional Analysis
  • Science: Mathematics
56 2017
10.1214/23-AAP1950