Mean-reverting discrete time market models: speculative opportunities and absence of arbitrage (Q3166329)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-reverting discrete time market models: speculative opportunities and absence of arbitrage |
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Mean-reverting discrete time market models: speculative opportunities and absence of arbitrage (English)
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11 October 2012
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discrete time market
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mean-reverting model
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arbitrage
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utility maximization
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