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Relative arbitrage problem under eigenvalue lower bounds

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lai, Jou-Hua, Shkolnikov, Mykhaylo, Soner, H. Mete
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Analysis of PDEs Differential Geometry Optimization and Control Probability 91G10, 93E20, 49L25, 53E10
Online Access:	Acceder al recurso
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