"On the role of Föllmer-Schweizer minimal martingale measure in ..."

Amogh Deshpande (2015)

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DOI: 10.1017/S0021900200113385

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type: Journal Article

metadata version: 2020-04-16

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Amogh Deshpande:
On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management. J. Appl. Probab. 52(3): 703-717 (2015)

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