In this paper we consider the optimal transport approach for computing the model-free prices of a given path-dependent contingent claim in a two periods model.
<meaning-changed> In this paper we consider the optimal transport approach for computing the model-free prices of a given path-dependent contingent claim in a two periods model.
In this paper we apply change of numeraire techniques to the optimal transport approach for computing the model-free prices of a given path-dependent contingent claim in a two periods model.