Pricing illiquid assets by entropy maximization through linear goal programming
- Vilar-Zanón, J.L.
- Peraita-Ezcurra, O.
Konferenzberichte:
Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018
ISBN: 9783319898230
Datum der Publikation: 2018
Seiten: 513-518
Art: Konferenz-Beitrag