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"Stochastic optimization with dynamic probabilistic forecasts."

Peter Tankov, Laura Tinsi (2024)

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DOI: 10.1007/S10479-022-04913-Y

access: closed

type: Journal Article

metadata version: 2024-05-31

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Peter Tankov, Laura Tinsi:
Stochastic optimization with dynamic probabilistic forecasts. Ann. Oper. Res. 336(1-2): 711-747 (2024)

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