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Randomized smoothing variance reduction method for large-scale non-smooth convex optimization
Huang, Wenjie, (2021)
Second order of stochastic dominance efficiency vs mean variance efficiency
Malavasi, Matteo, (2021)
A generalized normal mean-variance mixture for return processes in finance
Luciano, Elisa, (2010)
The interpolation of options
Mykland, Per A., (2003)
Combining statistical intervals and market prices : The worst case state price distribution
Mykland, Per A., (2019)
Option pricing bounds and statistical uncertainty : using econometrics to find an exit strategy in derivatives trading
Mykland, Per A., (2010)