Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk

Author: Evstigneev I. V.   Zhitlukhin M. V.  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.85, Iss.4, 2013-08, pp. : 652-666

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Abstract