Fingerprint Dive into the research topics of 'A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options'. Together they form a unique fingerprint.
- Sort by
- Weight
- Alphabetically
A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
A. Galichon, P. Henry-Labordère, N. Touzi
Research output: Contribution to journal › Article › peer-review