Marco Frittelli

Works:

Entropy martingale optimal transport and nonlinear pricing–hedging duality
Multivariate systemic optimal risk transfer equilibrium
On entropy martingale optimal transport theory
Stochastic methods in finance : lectures given at the CIME EMS summer school held in Bressanone/Brixen, Italy, July 6 - 12, 2003

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Marco Frittelli

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