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Distributional Replication
A function which transforms a continuous random variable such that it has a specified distribution is called a replicating function. We suppose that functions may be assigned a price, and study an optimization problem in which the cheapest approximation to a replicating function is sought. Under sui...
Autor principal: | Beare, Brendan K. |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2021
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8392496/ https://www.ncbi.nlm.nih.gov/pubmed/34441203 http://dx.doi.org/10.3390/e23081063 |
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