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"Extracting pricing densities for weather derivatives using the maximum ..."
Antonios K. Alexandridis et al. (2021)
- Antonios K. Alexandridis, Henryk Gzyl, Enrique ter Horst, German Molina:
Extracting pricing densities for weather derivatives using the maximum entropy method. J. Oper. Res. Soc. 72(11): 2412-2428 (2021)
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