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Title:
An optimality principle from mass transport and applications to model-independence
Speaker:
Mathias Beiglböck
Link:
http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405141100-Beiglboeck.html
Workshop:
Birs- 14w5116: Mathematical Finance: Arbitrage and Portfolio Optimization