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"Shortfall risk minimising strategies in the binomial model: ..."
Gino Favero, Tiziano Vargiolu (2006)
- Gino Favero, Tiziano Vargiolu:
Shortfall risk minimising strategies in the binomial model: characterisation and convergence. Math. Methods Oper. Res. 64(2): 237-253 (2006)
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