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"On the optimality of path-dependent structured funds: The cost of ..."
Philippe Bertrand, Jean-Luc Prigent (2019)
- Philippe Bertrand
, Jean-Luc Prigent
:
On the optimality of path-dependent structured funds: The cost of standardization. Eur. J. Oper. Res. 277(1): 333-350 (2019)
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