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Bid–Ask Martingale Optimal Transport

Publication: Bid--Ask Martingale Optimal Transport. Published Mar 14, 2026.

arxiv.orgPublished Mar 14, 2026
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Overview

Publication: Bid--Ask Martingale Optimal Transport. Published Mar 14, 2026.

Publication information

Publication title
Bid--Ask Martingale Optimal Transport
Authors
Bryan Liang, Marcel Nutz, Shunan Sheng, Valentin Tissot-Daguette
Published
Mar 14, 2026
Last publication revision
Sep 8, 2026
Subject areas
q-fin.MF, math.FA, math.OC, math.PR, q-fin.PR
Publication source
arxiv.org · abs/2603.24605v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2603.24605 ↗

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