Robust estimation of superhedging prices
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- Daniel Bartl & Samuel Drapeau & Jan Obloj & Johannes Wiesel, 2020. "Sensitivity analysis of Wasserstein distributionally robust optimization problems," Papers 2006.12022, arXiv.org, revised Nov 2021.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2018-08-13 (Econometrics)
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