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~isPartOf:"Finance and stochastics"
~language:"eng"
~person:"Bali, Turan G."
~person:"Georgarakos, Dimitris"
~person:"Madan, Dilip B."
~person:"Scaillet, Olivier"
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Bali, Turan G.
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Hedging contingent claims on semimartingales
Jarrow, Robert
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Madan, Dilip B.
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Finance and stochastics
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1999
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pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
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On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
Madan, Dilip B.
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Pistorius, M.
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Stadje, M.
- In:
Finance and stochastics
21
(
2017
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4
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pp. 1073-1102
Persistent link: https://www.econbiz.de/10011944476
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