"Power Mixture Forward Performance Processes."

Levon Avanesyan, Ronnie Sircar (2022)

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DOI: 10.1137/20M1385500

access: closed

type: Journal Article

metadata version: 2023-05-08

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Levon Avanesyan, Ronnie Sircar:
Power Mixture Forward Performance Processes. SIAM J. Financial Math. 13(3): 1040-1062 (2022)

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