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Robust projections in the class of martingale measures - MaRDI portal

Robust projections in the class of martingale measures

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Publication:2505477

zbMath1099.94016MaRDI QIDQ2505477

Anne Gundel, Hans Föllmer

Publication date: 26 September 2006

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)



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