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subject:"Portfolio selection"
~person:"Halperin, Igor"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"CD-ROM, DVD"
~type_genre:"Diskette"
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Portfolio selection
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Halperin, Igor
Platen, Eckhard
7
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5
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4
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4
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3
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International journal of theoretical and applied finance
1
Quantitative finance
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The journal of computational finance
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ECONIS (ZBW)
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The QLBS Q-Learner goes NuQLear : fitted Q iteration, inverse RL, and option portfolios
Halperin, Igor
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1543-1553
Persistent link: https://www.econbiz.de/10012194805
Saved in:
2
Pricing illiquid options with n + 1 liquid proxies using mixed dynamic-static hedging
Halperin, Igor
;
Itkin, Andrey
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010233264
Saved in:
3
BSLP: Markovian bivariate spread-loss model for portfolio credit derivatives
Arnsdorf, Matthias
;
Halperin, Igor
- In:
The journal of computational finance
12
(
2008/09
)
2
,
pp. 77-107
Persistent link: https://www.econbiz.de/10009534630
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