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"On an optimization problem related to static super-replicating strategies."
Xinliang Chen et al. (2015)
- Xinliang Chen, Griselda Deelstra, Jan Dhaene
, Daniël Linders
, Michèle Vanmaele
:
On an optimization problem related to static super-replicating strategies. J. Comput. Appl. Math. 278: 213-230 (2015)
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