Incorporating statistical model error into the calculation of acceptability prices of contingent claims
Crossref DOI link: https://doi.org/10.1007/s10107-018-1352-7
Published Online: 2018-12-19
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Glanzer, Martin
Pflug, Georg Ch.
Pichler, Alois
Funding for this research was provided by:
University of Vienna
Text and Data Mining valid from 2018-12-19
Article History
Received: 21 February 2017
Accepted: 17 November 2018
First Online: 19 December 2018