Path dependent optimal transport and model calibration on exotic derivatives

Ivan Guo, Grégoire Loeper

School of Mathematics

Research output: Contribution to journal › Article › Research › peer-review

5 Citations (Scopus)

1 results

Finished

The role of liquidity in financial markets
Zhu, S.-P. (Primary Chief Investigator (PCI)), Elliott, R. J. (Chief Investigator (CI)) & Guo, I. (Chief Investigator (CI))
15/06/17 → 31/12/20
Project: Research