Optimal portfolios for exponential Lévy processes.
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Publication:1403170
DOI10.1007/s001860000048zbMath1054.91038OpenAlexW2059698282MaRDI QIDQ1403170
Publication date: 16 October 2003
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860000048
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