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Optimal Stochastic Decensoring and Applications to Calibration of Market Models
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Overview
authors
Kratsios, Anastasis
publication date
December 13, 2017
Research
keywords
93E11, 62N01, 91G80, 60G35
math.PR
q-fin.CP
Identity
Digital Object Identifier (DOI)
10.48550/arxiv.1712.04844