Computational aspects of robust optimized certainty...

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Computational aspects of robust optimized certainty equivalents and option pricing

Bartl, Daniel, Drapeau, Samuel, Tangpi, Ludovic
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Language:
english
Journal:
Mathematical Finance
DOI:
10.1111/mafi.12203
Date:
March, 2019
File:
PDF, 438 KB
english, 2019
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