Pricing illiquid assets by entropy maximization through linear goal programming
- Vilar-Zanón, J.L.
- Peraita-Ezcurra, O.
Actes de conférence:
Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018
ISBN: 9783319898230
Année de publication: 2018
Pages: 513-518
Type: Communication dans un congrès