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scientific article; zbMATH DE number 1855611
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scientific article; zbMATH DE number 1855611

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    author
    Dmitry B. Rokhlin
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    publication date
    19 January 2003
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    Mathematics Subject Classification ID
    91B24
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    60G44
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    90C25
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    zbMATH DE Number
    1855611
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    zbMATH Keywords
    arbitrage pricing
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    asset pricing with cone constraints
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    martingal
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