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scientific article; zbMATH DE number 1948538
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scientific article; zbMATH DE number 1948538

    Statements

    author
    Michael Kirch
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    publication date
    13 July 2003
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    zbMATH Keywords
    investor
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    contingent claim
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    robust-efficient strategy
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    statistical testing problem
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    maximin-optimal test
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    worst-case model
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    worst-case pricing rule
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    Identifiers

    zbMATH DE Number
    1948538
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