*001619017
*00520250613123612.0
*007cr
*007ta
*008100505s2008    no            000 u eng
*00901288cam a2200265 c 4500
*019  $bl
*035  $a(EXLNZ-47BIBSYS_NETWORK)990917402904702201
*035  $a(NO-LaBS)14113817(bibid)
*035  $a(NO-TrBIB)091740290
*035  $a(NO-TrBIB)100062008
*035  $a091740290-47bibsys_network
*040  $aNO-OsNB$bnob$ekatreg
*24500$aOptimal portfolio for an insider in a market driven by Lévy processes$cby Giulia Di Nunno ... [et al.]
*260  $aBergen$bNorwegian School of Economics and Business Administration, Department of Finance and Management Science$c2008
*300  $aS. [83]-94
*4901 $aReprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science$vFOR 3 2006
*500  $aSærtrykk av: Quantitative finance, 6(2006)no. 1
*533  $aElektronisk reproduksjon$b[Norge]$cNasjonalbiblioteket Digital$d2009-12-14
*588  $aKatalogisert etter omslag
*7001 $aDi Nunno, G.$d1973-$0(NO-TrBIB)3117116$_90974300
*830 0$aReprint (Norges handelshøyskole. Institutt for foretaksøkonomi : trykt utg.)$x1890-8209$vFOR 3 2006$w990823639784702201$_19094600
*85641$3Fulltekst$uhttps://urn.nb.no/URN:NBN:no-nb_digibok_2009121400127$yNettbiblioteket$zDigital representasjon
*901  $a80
*999  $aoai:nb.bibsys.no:990917402904702202$b2021-11-14T20:36:21Z$z990917402904702202
^