Compactness criterion for semimartingale laws and semimartingale optimal transport - Research Collection

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Author

Date

2019-07-01

Type

Journal Article

Citations

Cited 1 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1090/tran/7663

Journal / series

Transactions of the American Mathematical Society

Volume

372(1)

Pages / Article No.

187 - 231

Publisher

American Mathematical Society

Funding

153555 - Martingale Optimal Transport and Robust Hedging (SNF)

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Citations

Cited 1 times in Web of Science

ETH Bibliography

yes

Altmetrics