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"Realization Utility with Path-Dependent Reference Points."

Linghui Kong, Cong Qin, Xingye Yue (2022)

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DOI: 10.1137/21M1411457

access: closed

type: Journal Article

metadata version: 2023-09-30

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  - journals/siamfm/KongQY22
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  - https://dblp.org/rec/journals/siamfm/KongQY22
Linghui Kong, Cong Qin, Xingye Yue:
Realization Utility with Path-Dependent Reference Points. SIAM J. Financial Math. 13(3): 1063-1111 (2022)

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