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Stability of Change-of-Numéraire Reweighting: An Exact Wasserstein Boundary
Reweighting a probability law by a positive numéraire and pushing forward the payoff-to-numéraire ratio yields the change-of-numéraire reweighting: the swap-rate law under the annuity measure, the numéraire-inversion involution of martingale optimal transport, and the population form of self-normali
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