Martingale optimal transport and robust hedging in continuous time
Metadata only
Date
2014Type
- Journal Article
Publication status
publishedJournal / series
Probability Theory and Related FieldsVolume
Pages / Article No.
Publisher
SpringerSubject
European options; Robust hedging; Min–max theorems; Prokhorov metric; Optimal transportOrganisational unit
03844 - Soner, Mete / Soner, Mete
Notes
Received 17 October 2012, Revised 1 September 2013, Published online 8 October 2013.More
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