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Gzyl, Henryk
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Extracting pricing densities for
weather
derivatives
using the maximum entropy method
Alexandridis, Antonios K.
;
Gzyl, Henryk
;
Horst, Enrique ter
- In:
Journal of the Operational Research Society
72
(
2021
)
11
,
pp. 2412-2428
Persistent link: https://www.econbiz.de/10012697323
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