2002 Artikel Minimal distance martingale measures and optimal portfolios consistent with observed market prices
Minimal distance martingale measures and optimal portfolios consistent with observed market prices. Coauthor: T. Goll. In: Stoch. Processes and Related Topics (2002), 141–154, Taylor & Francis, Stochastics Monographs. Eds: R. Buckdahn, H.J. Engelbert, and M. Yor.
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