Portfolio Choice under Space-Time Monotone Performance Criteria
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Publication:3563696
DOI10.1137/080745250zbMath1230.91171MaRDI QIDQ3563696
Thaleia Zariphopoulou, Marek Musiela
Publication date: 1 June 2010
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/080745250
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