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~isPartOf:"Berichte zur Stochastik und verwandten Gebieten"
~person:"Belomestny, Denis"
~person:"Korn, Olaf"
~person:"Korn, Ralf"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
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Option Prices with Stochastic...
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Berichte zur Stochastik und verwandten Gebieten
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Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
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Korn, Ralf
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1998
Persistent link: https://www.econbiz.de/10000682685
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Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
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1996
Persistent link: https://www.econbiz.de/10000954695
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