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20052026
most citedA model-free version of the fundamental theorem of asset pricing and the super-replication theorem

15 citations · 23 across the 16 of their papers we have counts for

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math.OC2008★ 1 cited

Duality for Borel measurable cost functions

Mathias Beiglböck, Walter Schachermayer

We consider the Monge-Kantorovich transport problem in an abstract measure theoretic setting. Our main result states that duality holds if is an arbitra…

math.OC2008★ 1 cited

Optimal and better transport plans

Mathias Beiglböck, Martin Goldstern, Gabriel Maresch +1

We consider the Monge-Kantorovich transport problem in a purely measure theoretic setting, i.e. without imposing continuity assumptions on the cost function. It is known that trans…