Two essays on arbitrage and optimal investment with incomplete markets/

Fajardo Barbachan, José S.

Two essays on arbitrage and optimal investment with incomplete markets/ José S. Fajardo Barbachan ; orientador: Aloisio Pessoa de Araújo. - Rio de Janeiro: IMPA, 2000. - 92 p.: - Tese de Doutorado - IMPA .

Instituto de Matemática Pura e Aplicada.
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