Minimax and minimal distance martingale measures and their...

Minimax and minimal distance martingale measures and their relationship to portfolio optimization

Thomas Goll, Ludger Rüschendorf
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Volume:
5
Language:
english
Pages:
25
Journal:
Finance and Stochastics
DOI:
10.1007/s007800100052
Date:
October, 2001
File:
PDF, 183 KB
english, 2001
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