Change of numeraire in the two-marginals martingale transport problem
Crossref DOI link: https://doi.org/10.1007/s00780-016-0322-2
Published Online: 2016-12-28
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Campi, Luciano
Laachir, Ismail
Martini, Claude
License valid from 2016-12-28