Publikationen in Zusammenarbeit mit Forschern von 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