Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging*

Author： Touzi Nizar  

Publisher： Edp Sciences

E-ISSN： 2267-3059|45|issue|32-47

ISSN： 2267-3059

Source： ESAIM: Proceedings and surveys, Vol.45, Iss.issue, 2014-11, pp. : 32-47

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