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subject:"Option pricing theory"
~isPartOf:"Journal of mathematical finance"
~person:"Stowe, David L."
~subject:"Portfolio-Management"
~subject:"Wirtschaftsmathematik"
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Portfolio mathematics with general linear and quadratic constraints
Stowe, David L.
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 675-690
Persistent link: https://www.econbiz.de/10012433449
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