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Peacock geodesics in Wasserstein space

Wu, HG; Cui, XJ

Cui, XJ (corresponding author), Nanjing Univ, Dept Math, Nanjing 210093, Peoples R China.

DIFFERENTIAL GEOMETRY AND ITS APPLICATIONS, 2021; 77 ():

Abstract

Martingale optimal transport has attracted much attention due to its application in pricing and hedging in mathematical finance. The essential notion ......

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