Change of numeraire in the two-marginals martingale transport problem

Luciano Campi, Ismail Laachir and Claude Martini

2016

Publication type:

Paper in peer-reviewed journals

External link:

http://arxiv.org/abs/1406.6951

DOI:

10.1007/s00780-016-0322-2

arXiv:

1406.6951

BibTeX:

@article{Cam-Laa-Mar-2016,
    author={Luciano Campi and Ismail Laachir and Claude Martini },
    title={Change of numeraire in the two-marginals martingale transport 
           problem },
    doi={10.1007/s00780-016-0322-2 },
    year={2016 },
}