Tail Risk Constraints and Maximum Entropy
- 期刊名称Entropy
- 作者Geman, Donald; Geman, Hélyette; Taleb, Nassim
- 卷第17卷
- 期第6期
- 电子ISSN1099-4300
- 文件大小428.51KB
- 发表时间2015-06-05
- DOI10.3390/e17063724
- 页码3724-3737
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