Value preserving portfolio strategies in continuous-time models (Q1360868)
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scientific article; zbMATH DE number 1038237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Value preserving portfolio strategies in continuous-time models |
scientific article; zbMATH DE number 1038237 |
Statements
Value preserving portfolio strategies in continuous-time models (English)
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1997
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diffusion and jump models
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constrained markets
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continuous-time portfolio strategies
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value preservation
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