Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints
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Publication:5868796
DOI10.1137/22M1488557zbMath1498.91508arXiv2008.02420WikidataQ114073930 ScholiaQ114073930MaRDI QIDQ5868796
Xiangyu Wang, Zhou Yang, Zuo Quan Xu, Jian-ming Xia
Publication date: 23 September 2022
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.02420
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