Change of numeraire in the two-marginals martingale transport problem
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- Huesmann, Martin & Stebegg, Florian, 2018. "Monotonicity preserving transformations of MOT and SEP," Stochastic Processes and their Applications, Elsevier, vol. 128(4), pages 1114-1134.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-TRE-2014-06-28 (Transport Economics)
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