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"Incorporating statistical model error into the calculation of ..."

Martin Glanzer, Georg Ch. Pflug, Alois Pichler (2019)

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DOI: 10.1007/S10107-018-1352-7

access: open

type: Journal Article

metadata version: 2020-03-27

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Martin Glanzer, Georg Ch. Pflug, Alois Pichler:
Incorporating statistical model error into the calculation of acceptability prices of contingent claims. Math. Program. 174(1-2): 499-524 (2019)

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