@article{computationofrobustoptionpricesvia,
  title = {Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport},
  author = {Linn Engström and Sigrid Källblad and Johan Karlsson},
  year = {2024},
  eprint = {2406.09959},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2406.09959v2},
}