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Applied Mathematical Finance Volume 28, 2021 - Issue 6
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Research Article

Expected Utility Theory on General Affine GARCH Models

Marcos Escobar-Anela Department of Statistical and Actuarial Sciences, University of Western Ontario, London, ON, CanadaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-9691-4322
ORCID Icon,
Ben Spiesb Department of Mathematics, Technical University of Munich, Munich, Germany
&
Rudi Zagstb Department of Mathematics, Technical University of Munich, Munich, Germany
Pages 477-507 | Received 30 Nov 2021, Accepted 07 Jul 2022, Published online: 24 Jul 2022

References

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