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isPartOf:"Arbeitspapiere"
~isPartOf:"American economic journal : a journal of the American Economic Association"
~isPartOf:"Applications of mathematics : stochastic modelling and applied probability"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Fundamentals of pure and applied economics"
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Search: subject_exact:"Brownsche Bewegung"
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Sustainability in a risky world
Martin, Ian
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Campbell, John Y.
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2021
Persistent link: https://www.econbiz.de/10012521268
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The risk of failure : trial and error learning and long-run performance
Callander, Steven
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Matouschek, Niko
- In:
American economic journal : a journal of the American …
11
(
2019
)
1
,
pp. 44-78
Persistent link: https://www.econbiz.de/10011981546
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Methods of mathematical finance
Karatzas, Ioannis
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Shreve, Steven E.
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2003
-
[Nachdr.]
Persistent link: https://www.econbiz.de/10002642179
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Option Pricing with Discrete Rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
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2002
This paper considers the option pricing when dynamic portfolios are discretely rebalanced.
Persistent link: https://www.econbiz.de/10005843341
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The art of smooth pasting
Dixit, Avinash K.
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1994
-
2. print.
Persistent link: https://www.econbiz.de/10004150127
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