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Relative arbitrage in volatility-stabilized markets

✍ Scribed by Robert Fernholz; Ioannis Karatzas

Publisher: Springer
Year: 2005
Tongue: English
Weight: 272 KB
Volume: 1
Category: Article
ISSN: 1614-2446
DOI: 10.1007/s10436-004-0011-6

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