Complete duality for martingale optimal transport on the line

Mathias Beiglböck, Marcel Nutz, Nizar Touzi

Type: Article

Publication Date: 2017-09-01

Citations: 111

DOI: https://doi.org/10.1214/16-aop1131

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Locations

The Annals of Probability - View
arXiv (Cornell University) - View - PDF
Project Euclid (Cornell University) - View - PDF

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