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~isPartOf:"Annals of finance"
~isPartOf:"Economics letters"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of banking & finance"
~person:"Sircar, Kaushik Ronnie"
~subject:"Arbitrage pricing"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
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Arbitrage pricing
Option pricing theory
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Sircar, Kaushik Ronnie
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Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Avanesyan, Levon
;
Shkolnikov, Mykhaylo
;
Sircar, Kaushik …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 981-1011
Persistent link: https://www.econbiz.de/10012518139
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