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Criteria for Factorial Designs Under Model Uncertainty
Criteria for Factorial Designs Model Uncertainty
2015/3/20
Criteria for Factorial Designs Under Model Uncertainty.
Dynamic risk measuring under model uncertainty: taking advantage of the hidden probability measure
Dynamic risk model uncertainty hidden probability measure
2011/2/28
We study dynamic risk measures in a very general framework enabling to model uncertainty and processes with jumps. We previously showed the existence of a canonical equivalence class of probability me...