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"Sensitivity of Multiperiod Optimization Problems with Respect to the ..."

Daniel Bartl, Johannes Wiesel (2023)

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DOI: 10.1137/22M1537746

access: closed

type: Journal Article

metadata version: 2023-09-30

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Daniel Bartl, Johannes Wiesel:
Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance. SIAM J. Financial Math. 14(2): 704-720 (2023)

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