A solution approach to valuation with unhedgeable risks
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Publication:5942933
DOI10.1007/PL00000040zbMath0977.93081MaRDI QIDQ5942933
Publication date: 16 September 2001
Published in: Finance and Stochastics (Search for Journal in Brave)
regularitynon-traded assetsoptimal investimentoptimal pricesportfolio managementreduced form solutionsstochastic factorsunhedgeable risksverification results
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