Pricing and Hedging Contingent Claims by Entropy Segmentation and Fenchel Duality

  1. Vilar-Zanón, J.L.
  2. Rogo, B.
Aldizkaria:
Methodology and Computing in Applied Probability

ISSN: 1573-7713 1387-5841

Argitalpen urtea: 2024

Alea: 26

Zenbakia: 4

Mota: Artikulua

DOI: 10.1007/S11009-024-10099-6 GOOGLE SCHOLAR