On the steady state of the replicating portfolio:...

OR Spectrum 2003 / 08 Vol. 25; Iss. 3

On the steady state of the replicating portfolio: accounting for a growth rate

Jacco L. Wielhouwer
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Volume:
25
Language:
english
Pages:
15
DOI:
10.1007/s00291-003-0134-6
Date:
August, 2003
File:
PDF, 142 KB
english, 2003
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