"Stochastic root finding for optimized certainty equivalents."

Anna-Maria Hamm, Thomas Salfeld, Stefan Weber (2013)

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DOI: 10.1109/WSC.2013.6721483

access: closed

type: Conference or Workshop Paper

metadata version: 2021-11-12

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Anna-Maria Hamm, Thomas Salfeld, Stefan Weber:
Stochastic root finding for optimized certainty equivalents. WSC 2013: 922-932

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