Change of numeraire in the two-marginals martingale transport problem

Luciano Campi, Ismail Laachir and Claude Martini
submitted
Publication type:
Paper in peer-reviewed journals
arXiv:
images/icons/icon_arxiv.png 1406.6951
BibTeX:
@article{Cam-Laa-Mar-2200,
    author={Luciano Campi and Ismail Laachir and Claude Martini },
    title={Change of numeraire in the two-marginals martingale transport 
           problem },
    year={submitted },
}