Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incorporating statistical model error into the calculation of acceptability prices of contingent claims |
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Incorporating statistical model error into the calculation of acceptability prices of contingent claims (English)
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24 April 2019
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multistage stochastic optimization
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distributionally robust optimization
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model ambiguity
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confidence regions
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nested distance
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Wasserstein distance
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acceptability pricing
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bid-ask spread
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