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It is well-known that Gaussian hedging strategies are robust in the sense that they always lead to a cost process of bounded variation and that a superhedge is possible if upper bounds on the volatility of the relevant processes are available, cf. El Karoui, Jeanblanc-Picque and Shreve (1998)...
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epidemiology, which aims at identifying the essential arbitrages that involve private decisions. Since testing opens access to … associated with risk for those individuals who have opted for testing. An empirical analysis based on data from the San Francisco … not undertaken testing (control group). …
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statistico-descriptive approach and we analyze the links between statistical testing theory and philosophy of science. Dans ce …
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It is well known that standard asymptotic theory is not valid or is extremely unreliable in models with identification problems or weak instruments [Dufour (1997, Econometrica), Staiger and Stock (1997, Econometrica), Wang and Zivot (1998, Econometrica), Stock and Wright (2000, Econometrica),...
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We consider the evaluation of a business process quality, focusing on the robustness facet that is a very important …
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We consider the problem of testing whether the observations X1, · · ·, Xn of a time series are independent with …
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