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"Forward Exponential Performances: Pricing and Optimal Risk Sharing."

Michail Anthropelos (2014)

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DOI: 10.1137/130910087

access: closed

type: Journal Article

metadata version: 2017-05-17

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Michail Anthropelos:
Forward Exponential Performances: Pricing and Optimal Risk Sharing. SIAM J. Financial Math. 5(1): 626-655 (2014)

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