On a Class of Average Preserving Semi-Martingale Laws Optimization Problems

Authors

Rémi Lassalle, Université Paris-Dauphine, PSL, Place du Maréchal De Lattre De Tassigny, 75775 Paris Cedex 16, FranceFollow

Recommended Citation

Lassalle, Rémi (2020) "On a Class of Average Preserving Semi-Martingale Laws Optimization Problems," Journal of Stochastic Analysis: Vol. 1: No. 1, Article 2.
DOI: 10.31390/josa.1.1.02
Available at: https://repository.lsu.edu/josa/vol1/iss1/2

DOI

10.31390/josa.1.1.02