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Mathematical Finance
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Relative arbitrage : Sharp time horizons and motion by curvature
Larsson, Martin
;
Ruf, Johannes
- In:
Mathematical Finance
31
(
2021
)
3
,
pp. 885-906
Persistent link: https://www.econbiz.de/10012538282
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Financial models with defaultable numéraires
Fisher, Travis
;
Pulido, Sergio
;
Ruf, Johannes
- In:
Mathematical Finance
29
(
2018
)
1
,
pp. 117-136
Persistent link: https://www.econbiz.de/10012095150
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