Hedging and Portfolio Optimization in Financial Markets with a Large Trader
| Year of publication: |
2004
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| Authors: | Bank, Peter ; Baum, Dietmar |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 14.2004, 1, p. 1-18
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