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~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Dual optimization problem"
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Dual optimization problem
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CORE discussion paper : DP
Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
2
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ECONIS (ZBW)
4
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1
Design and operations of gas transmission networks
Babonneau, Frédéric
;
Nesterov, Jurij Evgenʹevič
; …
-
2009
Persistent link: https://www.econbiz.de/10003964831
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2
Efficient hedging of European options with robust convex loss functionals : a dual-representation formula
Hernández-Hernández, Daniel
;
Treviño Aguilar, Erick
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 99-115
Persistent link: https://www.econbiz.de/10008935700
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3
Exponential hedging and entropic penalties
Delbaen, Freddy
(
contributor
)
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001686219
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4
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
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