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Dynamic asset allocation with uncertain jump risks : a pathwise optimization approach
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10011868609
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Hedging in incomplete markets and optimal control
Hipp, Christian
(
contributor
); …
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2000
Persistent link: https://www.econbiz.de/10001580591
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3
Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model
Dempster, Michael A. H.
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10003187224
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