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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Cuoco, Domenico"
~subject:"Martingale"
~subject:"Risiko"
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A martingale characterization of consumption choices and hedging costs with margin requirements
Cuoco, Domenico
;
Hong, Lu
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 355-385
Persistent link: https://www.econbiz.de/10002177966
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