INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA
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Publication:3086256
DOI10.1142/S0219024911006267zbMath1213.91142MaRDI QIDQ3086256
Marek Musiela, Thaleia Zariphopoulou
Publication date: 30 March 2011
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
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