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~person:"Obłój, Jan"
~subject:"Portfolio selection"
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Search: subject_exact:"Arbitrage pricing model"
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Portfolio selection
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Obłój, Jan
Platen, Eckhard
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics of operations research
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ECONIS (ZBW)
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Pointwise arbitrage pricing theory in discrete time
Burzoni, Matteo
;
Frittelli, Marco
;
Hou, Zhaoxu
;
Maggis, …
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
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2
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
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