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Optimal portfolios :

Korn, Ralf.

Optimal portfolios : stochastic models for optimal investment and risk management in continuous time / Ralf Korn. - Singapore ; River Edge, NJ : World Scientific, c1997. - xi, 338 p. : ill. ;

ISBN: 9810232152

Subjects--Topical Terms:
Portfolio management--Mathematical models.
Options (Finance)--Mathematical models.
Risk management--Mathematical models.
Stochastic processes.

Universal Decimal Class. No.: 519.242.5 / KOR

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