Publicaciones en colaboración con investigadores/as de Università de Roma La Sapienza (2)

2024

  1. Pricing and Hedging Contingent Claims by Entropy Segmentation and Fenchel Duality

    Methodology and Computing in Applied Probability, Vol. 26, Núm. 4

  2. Pricing and hedging contingent claims by entropy segmentation and Fenchel duality

    Methodology and Computing in Applied Probability