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~person:"Campi, Luciano"
~person:"Davis, Mark H. A."
~subject:"Mathematical programming"
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Mathematical programming
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Campi, Luciano
Davis, Mark H. A.
Obłój, Jan
3
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Soner, Halil Mete
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Change of numeraire in the two-marginals martingale transport problem
Campi, Luciano
;
Laachir, Ismail
;
Martini, Claude
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 471-486
Persistent link: https://www.econbiz.de/10011944399
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2
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
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