On Local Times of Ranked Continuous Semimartingales; Application to PortfolioGenerating Functions
Year of publication: |
2005-06-13
|
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Authors: | Ghomrasni, Raouf |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Portfoliomanagement | portfolio management | Klassifikation | Funktion |
Extent: | 357376 bytes 13 p. application/pdf |
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Series: | Diskussionspapier ; 2005-043 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Others ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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