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Latest revision as of 15:32, 5 March 2024
scientific article; zbMATH DE number 1095739
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English | No label defined |
scientific article; zbMATH DE number 1095739 |
Statements
10 December 1997
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mathematical finance
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mean-variance analysis of portfolios
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derivative securities
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Brownian model of financial markets
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theory of pricing and hedging
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optimal consumption
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investment problem
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