Martin Glanzer, Georg Ch. Pflug, Alois Pichler. Incorporating statistical model error into the calculation of acceptability prices of contingent claims. Math. Program., 174(1-2):499-524, 2019. [doi]
@article{GlanzerPP19,
title = {Incorporating statistical model error into the calculation of acceptability prices of contingent claims},
author = {Martin Glanzer and Georg Ch. Pflug and Alois Pichler},
year = {2019},
doi = {10.1007/s10107-018-1352-7},
url = {https://doi.org/10.1007/s10107-018-1352-7},
researchr = {https://researchr.org/publication/GlanzerPP19},
cites = {0},
citedby = {0},
journal = {Math. Program.},
volume = {174},
number = {1-2},
pages = {499-524},
}