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"Dynamic mean-risk optimization in a binomial model."

Nicole Bäuerle, André Mundt (2009)

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DOI: 10.1007/S00186-008-0267-0

access: closed

type: Journal Article

metadata version: 2020-03-03

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Nicole Bäuerle, André Mundt:
Dynamic mean-risk optimization in a binomial model. Math. Methods Oper. Res. 70(2): 219-239 (2009)

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