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~person:"Dokučaev, Nikolaj G."
~person:"Kandel, Shmuel"
~type_genre:"Article in journal"
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Dokučaev, Nikolaj G.
Kandel, Shmuel
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Applied mathematical finance
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Mean-reverting discrete time market models : speculative opportunities and absence of arbitrage
Dokučaev, Nikolaj G.
- In:
IMA journal of management mathematics
23
(
2012
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10009510307
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2
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion
Kuznitz, Arik
;
Kandel, Shmuel
;
Fos, Vyacheslav
- In:
European economic review : EER
52
(
2008
)
8
,
pp. 1338-1352
Persistent link: https://www.econbiz.de/10003804462
Saved in:
3
Mean-reverting market model : speculative opportunities and non-arbitrage
Dokučaev, Nikolaj G.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 319-337
Persistent link: https://www.econbiz.de/10003543044
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