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scientific article; zbMATH DE number 2091957
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scientific article; zbMATH DE number 2091957

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    author
    Dewen Xiong
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    Zhong-Xing Ye
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    publication date
    16 August 2004
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    zbMATH DE Number
    2091957
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    zbMATH Keywords
    Side information
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    Optimal utility
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    Change of measure
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    Martingale methods
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