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Multi-period mean-variance option portfolio strategies

By J.C.K. Lim


SIGLEAvailable from British Library Document Supply Centre-DSC:D064048 / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Topics: 05Z - Banking, finance, taxation, 05D - Economics, economic theory, PRICING, VOLATILITY, TRANSACTION COSTS
Year: 1994
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Provided by: OpenGrey Repository
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