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Distributional transforms, probability distortions, and their applications

Liu, Peng and Schied, Alexander and Wang, Ruodu (2021) Distributional transforms, probability distortions, and their applications. Mathematics of Operations Research, 46 (4). pp. 1490-1512. DOI https://doi.org/10.1287/moor.2020.1090



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Filename: DistributionalTransforms_MORF.pdf

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