Affiliation:
1. Department of Mathematics Imperial College London London UK
2. Department of Mathematics Imperial College London the Alan Turing Institute London UK
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Reference56 articles.
1. Sampling of probability measures in the convex order and approximation of martingale optimal transport problems;Alfonsi A.;International Journal of Theoretical and Applied Finance,2019
2. A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM
3. Cones and Duality
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1 articles.
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