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    author
    Yun-Fen Bai
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    Zhong-Xing Ye
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    publication date
    12 February 2010
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    Mathematics Subject Classification ID
    91G30
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    60F10
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    91G80
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    zbMATH DE Number
    5669779
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    zbMATH Keywords
    strong deviation theorem
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    portfolio
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    submartingale
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    return rate
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