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Optimal portfolios : stochastic models for optimal investment and risk management in continuous time /

Dades bibliogràfiques
Autor principal:	Korn, Ralf
Format:	Printed Book
Idioma:	English
Publicat:	Singapore ; River Edge, NJ : World Scientific, c1997.
Matèries:	Portfolio management > Mathematical models. Options (Finance) > Mathematical models. Risk management > Mathematical models. Stochastic processes.

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