Derivative pricing based on local utility maximization
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Publication:1848534
DOI10.1007/s780-002-8403-xzbMath1007.91020OpenAlexW2012664904MaRDI QIDQ1848534
Publication date: 21 November 2002
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s780-002-8403-x
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