Computational aspects of robust optimized certainty equivalents and option pricing

Daniel Bartl, Samuel Drapeau, Ludovic Tangpi

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Fingerprint Dive into the research topics of 'Computational aspects of robust optimized certainty equivalents and option pricing'. Together they form a unique fingerprint.

Mathematics

Business & Economics

Social Sciences

Engineering & Materials Science