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"Change of numeraire in the two-marginals martingale transport problem."

Luciano Campi, Ismail Laachir, Claude Martini (2017)

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DOI: 10.1007/S00780-016-0322-2

access: open

type: Journal Article

metadata version: 2020-09-05

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Luciano Campi, Ismail Laachir, Claude Martini:
Change of numeraire in the two-marginals martingale transport problem. Finance Stochastics 21(2): 471-486 (2017)

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