Sergey Shahverdyan

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Papers (3)

1. Strong Duality of Linear Optimisation Problems over Measure Spaces math.OC · 2015 · author #2
2. A New Approach to Model Free Option Pricing q-fin.PR · 2015 · author #2
3. A General Duality Relation with Applications in Quantitative Risk Management q-fin.RM · 2014 · author #2

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Frequent Coauthors

• Raphael Hauser 3 shared papers
• Paul Embrechts 1 shared papers