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scientific article; zbMATH DE number 973941
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scientific article; zbMATH DE number 973941

    Statements

    publication date
    2 February 1997
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    zbMATH Keywords
    constrained portfolios
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    mathematical finance
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    option pricing
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    optimal stopping
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    90-02
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    62L15
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    zbMATH DE Number
    973941
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