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Risk averse asymptotics in a Black–Scholes market on a finite time horizon

✍ Scribed by Peter Grandits; Stefan Thonhauser

Book ID
105857593
Publisher
Springer
Year
2011
Tongue
English
Weight
238 KB
Volume
74
Category
Article
ISSN
0340-9422

No coin nor oath required. For personal study only.

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