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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Working paper series / Department of Agriculture and Resource Economics and Policy, California Agricultural Experiment Station, University of California"
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Search: subject_exact:"Duality in linear programming"
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5
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International journal of theoretical and applied finance
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Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
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Utility maximization in a binomial model with transaction costs : a duality approach based on the shadow price process
Bayer, Christian
;
Veliyev, Bezirgen
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010391519
Saved in:
2
Optimal risk control under marked point processes shocks : a dynamic programming duality approach
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-45
Persistent link: https://www.econbiz.de/10010233243
Saved in:
3
Empirical copulas for CDO trance pricing using relative entropy
Dempster, Michael A. H.
;
Medova, Elena A.
;
Yang, Seung W.
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 679-701
Persistent link: https://www.econbiz.de/10003503370
Saved in:
4
Duality theory for the household
LaFrance, Jeffrey T.
-
2000
-
Rev
Persistent link: https://www.econbiz.de/10001486916
Saved in:
5
Duality theory for the household
LaFrance, Jeffrey T.
-
1999
Persistent link: https://www.econbiz.de/10001405821
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