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Valuation in infinite-horizon sequential markets with portfolio constraints - MaRDI portal

Valuation in infinite-horizon sequential markets with portfolio constraints (Q1865197)

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scientific article; zbMATH DE number 1887557
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English
Valuation in infinite-horizon sequential markets with portfolio constraints
scientific article; zbMATH DE number 1887557

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    Valuation in infinite-horizon sequential markets with portfolio constraints (English)
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    25 March 2003
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    Valuation
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    Infinite horizon
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    Portfolio constraint
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