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Portfolio selection
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Wang, Tai-ho
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Optimal execution with dynamic risk adjustment
Cheng, Xue
;
Di Giacinto, Marina
;
Wang, Tai-Ho
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1662-1677
Persistent link: https://www.econbiz.de/10012214354
Saved in:
2
Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios
Laurence, Peter
;
Wang, Tai-ho
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 35-47
Persistent link: https://www.econbiz.de/10009517661
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