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"Portfolio Choice under Space-Time Monotone Performance Criteria."

Marek Musiela, Thaleia Zariphopoulou (2010)

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DOI: 10.1137/080745250

access: closed

type: Journal Article

metadata version: 2023-06-26

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Marek Musiela, Thaleia Zariphopoulou:
Portfolio Choice under Space-Time Monotone Performance Criteria. SIAM J. Financial Math. 1(1): 326-365 (2010)

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