"Sensitivity of Multiperiod Optimization Problems with Respect to the ..."

Daniel Bartl, Johannes Wiesel (2023)

> Home

Details and statistics

DOI: 10.1137/22M1537746

access: closed

type: Journal Article

metadata version: 2023-09-30

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/BartlW23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/BartlW23
Daniel Bartl, Johannes Wiesel:
Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance. SIAM J. Financial Math. 14(2): 704-720 (2023)

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.