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~institution:"Deutsche Forschungsgemeinschaft"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
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Martingale densities for general asset prices
Schweizer, Martin
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1991
Persistent link: https://www.econbiz.de/10000825147
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On certain geometric aspects of portfolio optimisation with higher moments
Athayde, Gustavo M. de
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703180
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The pricing of options with an uncertain interest rate : a discrete time approach
Sandmann, Klaus
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1989
Persistent link: https://www.econbiz.de/10013276566
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