Synthetic replication of American contingent claims when portfolios are constrained (Q1890718): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Synthetic replication of American contingent claims when portfolios are constrained |
scientific article |
Statements
Synthetic replication of American contingent claims when portfolios are constrained (English)
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23 May 1995
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synthetic replication
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American contingent claim
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constrained portfolio policies
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