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Sensitivity of robust optimization problems under drift and volatility uncertainty

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Bartl, Daniel, Neufeld, Ariel, Park, Kyunghyun
Format:	Preprint
Publié:	2023
Sujets:	Optimization and Control Probability Mathematical Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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