"A moment-matching method to generate arbitrage-free scenarios."

Alessandro Staino, Emilio Russo (2015)

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DOI: 10.1016/J.EJOR.2015.04.045

access: closed

type: Journal Article

metadata version: 2020-02-21

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Alessandro Staino, Emilio Russo:
A moment-matching method to generate arbitrage-free scenarios. Eur. J. Oper. Res. 246(2): 619-630 (2015)

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