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Robustness of option-like warrant valuation

, and . Journal of Banking & Finance, 18 (5): 841--859 (October 1994)

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Continuous-time portfolio optimization under terminal wealth constraints., and . Math. Methods Oper. Res., 42 (1): 69-92 (1995)Investitionen. Springer-Lehrbuch Springer, Berlin u.a., (2006)Robustness of option-like warrant valuation, and . Journal of Banking & Finance, 18 (5): 841--859 (October 1994)Investitionen. Springer-Lehrbuch Springer, Berlin u.a., 2., verb. Aufl. edition, (2007)