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Found 12 Documents (Results 1–12)

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A bounded arbitrage strategy for a multiperiod model of a financial market in discrete time. (Ukrainian, English) Zbl 1199.91277

Teor. Jmovirn. Mat. Stat. 77, 122-131 (2007); translation in Theory Probab. Math. Stat. 77, 135-146 (2008).
MSC:  91G80
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Simulated moment methods for empirical equivalent martingale measures. (English) Zbl 1029.62082

Mariano, Roberto (ed.) et al., Simulation-based inference in econometrics. Methods and applications. Cambridge: Cambridge University Press. 183-204 (2000).
MSC:  62P05 91B28 60J70 60G44 62P20
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