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Robust estimation of superhedging prices
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Robust estimation of superhedging prices

11 July 2018
J. Obłój
J. Wiesel
ArXiv (abs)PDFHTML

Papers citing "Robust estimation of superhedging prices"

1 / 1 papers shown
Title
Statistical Analysis of Wasserstein Distributionally Robust Estimators
Statistical Analysis of Wasserstein Distributionally Robust Estimators
Jose H. Blanchet
Karthyek Murthy
Viet Anh Nguyen
64
48
0
04 Aug 2021
1