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An Information Geometry Problem in Mathematical Finance

Imre Csiszár, Thomas Breuer. An Information Geometry Problem in Mathematical Finance. In Frank Nielsen, Frédéric Barbaresco, editors, Geometric Science of Information - Second International Conference, GSI 2015, Palaiseau, France, October 28-30, 2015, Proceedings. Volume 9389 of Lecture Notes in Computer Science, pages 435-443, Springer, 2015. [doi]

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Imre Csiszár

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Thomas Breuer

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