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Portfolio optimization problems : a martingale and a convex duality approach

Thesis (MSc (Mathematics))--University of Stellenbosch, 2010.

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Bibliographic Details
Main Author: Tchamga, Nicole Flaure Kouemo
Other Authors: Ghomrasni, Raouf
Format: Thesis
Language:English
Published: Stellenbosch : University of Stellenbosch 2010
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