A solution approach to valuation with unhedgeable risks
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Publication:5942933
DOI10.1007/PL00000040zbMath0977.93081MaRDI QIDQ5942933
Publication date: 16 September 2001
Published in: Finance and Stochastics (Search for Journal in Brave)
regularity; non-traded assets; optimal investiment; optimal prices; portfolio management; reduced form solutions; stochastic factors; unhedgeable risks; verification results
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