Pricing and Hedging Contingent Claims by Entropy Segmentation and Fenchel Duality.
| Autor: | Vilar-Zanón, José L.1 (AUTHOR), Rogo, Barbara2 (AUTHOR) barbara.rogo@uniroma1.it |
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| Zdroj: | Methodology & Computing in Applied Probability. Dec2024, Vol. 26 Issue 4, p1-20. 20p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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