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...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-08-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/23/8/1063 |