Computational aspects of robust optimized certainty equivalents and option pricing
| Year of publication: |
2019
|
|---|---|
| Authors: | Bartl, Daniel ; Drapeau, Samuel ; Tangpi, Ludovic |
| Published in: |
Mathematical Finance. - Wiley, ISSN 0960-1627, ZDB-ID 1481288-5. - 2019 (14.03.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12203 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012095171