Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance (Q3577836)
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scientific article; zbMATH DE number 5760809
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| English | Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance |
scientific article; zbMATH DE number 5760809 |
Statements
Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance (English)
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26 July 2010
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sample average approximation
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nonparametric estimation
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discrete choice
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FX market
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0.7536960244178772
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0.7290269732475281
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0.7242884039878845
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0.7235429286956787
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0.7169490456581116
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