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"Martingale Optimal Transport with Stopping."

Erhan Bayraktar, Alexander M. G. Cox, Yavor Stoev (2018)

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DOI: 10.1137/17M1114065

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/BayraktarCS18
Erhan Bayraktar, Alexander M. G. Cox, Yavor Stoev:
Martingale Optimal Transport with Stopping. SIAM J. Control. Optim. 56(1): 417-433 (2018)

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