A moment-matching method to generate arbitrage-free scenarios
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Publication:319831
DOI10.1016/j.ejor.2015.04.045zbMath1346.91221OpenAlexW270607477MaRDI QIDQ319831
Emilio Russo, Alessandro Staino
Publication date: 6 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.04.045
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