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Title: Martingale Schrödinger bridges and optimal semistatic portfolios
Award ID(s):
2205534 2106056 1812661
PAR ID:
10412104
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Finance and Stochastics
Volume:
27
Issue:
1
ISSN:
0949-2984
Page Range / eLocation ID:
233 to 254
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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