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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
~person:"Nutz, Marcel"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Nutz, Marcel
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Robust utility maximization with Lévy processes
Neufeld, Ariel
;
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 82-105
Persistent link: https://www.econbiz.de/10011969154
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