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~isPartOf:"Finance and stochastics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~person:"Bouchard, Bruno"
~person:"Karatzas, Ioannis"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
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Bouchard, Bruno
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Finance and stochastics
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of portfolio management : a publication of Institutional Investor
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Generalized stochastic target problems for pricing and partial hedging under loss constraints : application in optimal book liquidation
Bouchard, Bruno
;
Dang, Ngoc-minh
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 31-72
Persistent link: https://www.econbiz.de/10009682291
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