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Multinomial lattices and a quadratic programming approach for optimal replication in incomplete markets

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1. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.271650

Identifer	oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:271650
Date	January 2002
Creators	Paparistodemo, Marios
Publisher	Imperial College London
Source Sets	Ethos UK
Detected Language	English
Type	Electronic Thesis or Dissertation