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Gain-loss based convex risk limits in discrete-time trading
Pınar, Mustafa Ç.
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Computational Management Science : CMS
8
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2011
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3
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pp. 299-321
Persistent link: https://www.econbiz.de/10009231290
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Optimal strategies with option compensation under mean reverting returns or volatilities
Herzel, Stefano
;
Nicolosi, Marco
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
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pp. 47-69
Persistent link: https://www.econbiz.de/10011993415
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