We study Monge's optimal transportation problem, where the cost is given by an optimal control cost. We prove the existence and uniqueness of an optimal map under certain regularity conditions on the ...
The Nature Index 2025 Research Leaders — previously known as Annual Tables — reveal the leading institutions and countries/territories in the natural and health sciences, according to their output in ...
In 1993, Davis, Panas and Zariphopoulou provided a detailed discussion on the problem of European option pricing with transaction costs when the price of the underlying follows a diffusion process. We ...
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