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~isPartOf:"Finance and stochastics"
~person:"Frittelli, Marco"
~subject:"Mathematische Optimierung"
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Entropy martingale optimal transport and nonlinear pricing-hedging duality
Doldi, Alessandro
;
Frittelli, Marco
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 255-304
Persistent link: https://www.econbiz.de/10014253636
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