On entropy martingale optimal transport theory.

Autor: Doldi, Alessandro1 (AUTHOR), Frittelli, Marco2 (AUTHOR), Rosazza Gianin, Emanuela3 (AUTHOR) emanuela.rosazza1@unimib.it
Zdroj: Decisions in Economics & Finance. Jun2024, Vol. 47 Issue 1, p1-42. 42p.
Databáze: Business Source Ultimate