Comonotonic asset prices in arbitrage-free markets
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Publication:2279857
DOI10.1016/j.cam.2019.06.026zbMath1430.91108OpenAlexW2954609961MaRDI QIDQ2279857
Jan Dhaene, Daniël Linders, Alexander G. Kukush
Publication date: 16 December 2019
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/665496
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