Martingale transport with homogeneous stock movements

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ECKSTEIN, Stephan, Michael KUPPER, 2021. Martingale transport with homogeneous stock movements. In: Quantitative Finance. Routledge, Taylor & Francis Group. 21(2), pp. 271-280. ISSN 1469-7688. eISSN 1469-7696. Available under: doi: 10.1080/14697688.2020.1787493

@article{Eckstein2021Marti-50854, title={Martingale transport with homogeneous stock movements}, year={2021}, doi={10.1080/14697688.2020.1787493}, number={2}, volume={21}, issn={1469-7688}, journal={Quantitative Finance}, pages={271--280}, author={Eckstein, Stephan and Kupper, Michael} }

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