Work

Martingale Optimal Transport and Robust Hedging in Continuous Time

Year: 2013

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2245481

Authors: Yan Dolinsky, Halil Mete Soner

Institutions: ETH Zurich, Swiss Finance Institute

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2004986913

Cites: 22

Cited by: 54

Related to: 10