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Di Masi, G.B., Stettner, L. (2006). Remarks on Risk Neutral and Risk Sensitive Portfolio Optimization. In: From Stochastic Calculus to Mathematical Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-30788-4_10
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DOI: https://doi.org/10.1007/978-3-540-30788-4_10
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