Incorporating statistical model error into the calculation...

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Incorporating statistical model error into the calculation of acceptability prices of contingent claims

Glanzer, Martin, Pflug, Georg Ch., Pichler, Alois
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Language:
english
Journal:
Mathematical Programming
DOI:
10.1007/s10107-018-1352-7
Date:
December, 2018
File:
PDF, 788 KB
english, 2018
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