On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution
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Publication:2672147
DOI10.1016/j.ejor.2022.01.048OpenAlexW4210667811WikidataQ114184348 ScholiaQ114184348MaRDI QIDQ2672147
Publication date: 8 June 2022
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2022.01.048
Uses Software
Cites Work
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