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Computation and analysis for a constrained entropy optimization problem in finance

✍ Scribed by Changhong He; Thomas F. Coleman; Yuying Li

Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 356 KB
Volume: 222
Category: Article
ISSN: 0377-0427
DOI: 10.1016/j.cam.2007.10.016

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