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Stochastic processes: applications in mathematical economics-finance : proceedings of the 15th Course of the International School of Mathematics G. Stampacchia, Erice, Sicily, 14 -...
Runggaldier, Wolfgang J.
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1992
Persistent link: https://www.econbiz.de/10000895003
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Towards a general theory of bond markets
Björk, Tomas
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DiMasi, Giovanni
;
Kabanov, Jurij M.
; …
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1996
Persistent link: https://www.econbiz.de/10000955624
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On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien
;
Runggaldier, Wolfgang J.
- In:
European journal of operational research : EJOR
316
(
2024
)
1
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pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
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