Items where Author is "Martini, Claude"

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Number of items: 2.

Article

Campi, Luciano and Martini, Claude (2019) On the support of extremal martingale measures with given marginals: the countable case. Advances in Applied Probability, 51 (2). pp. 570-605. ISSN 0001-8678

Campi, Luciano, Laachir, Ismail and Martini, Claude (2017) Change of numeraire in the two-marginals martingale transport problem. Finance and Stochastics, 21 (2). pp. 471-486. ISSN 0949-2984

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