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

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

> Home

Details and statistics

DOI: 10.1007/S10107-018-1352-7

access: open

type: Journal Article

metadata version: 2020-03-27

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/mp/GlanzerPP19
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mp/GlanzerPP19
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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.