Mete Soner Professor of Operations Research and Financial Engineering, Princeton University

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Mete Soner
Professor of Operations Research and Financial Engineering, Princeton University

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Martingale Optimal Transport Duality

Author
Patrick Cheridito, Matti Kiiski, David Proemel, H. Mete Soner
Publication Year
2021

Type

Journal Article
Journal
Mathematische Annalen
Volume
379
Issue
3-4
Pages
1685-1712
Documents
martingaleoptimaltransportdual.pdf
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