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~person:"Bouchard, Bruno"
~person:"Ž̌̌̌̌̌̌̌itković, Gordan"
~subject:"Martingale"
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Martingale
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Bouchard, Bruno
Ž̌̌̌̌̌̌̌itković, Gordan
Kardaras, Constantinos
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Stability of the utility maximization problem with random endowment in incomplete markets
Kardaras, Constantinos
;
Ž̌̌̌̌̌̌̌itković, Gordan
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 313-333
Persistent link: https://www.econbiz.de/10008935662
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2
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
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