Price systems constructed by optimal dynamic portfolios

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Bibliographische Detailangaben
Veröffentlicht in:Mathematical methods of operations research
1. Verfasser: Schäl, Manfred (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2000
Schlagworte:
Portfolio-Management > Optionspreistheorie > Dynamische Optimierung > Theorie > Martingal > Aufsatz in Zeitschrift
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