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Ingersoll jr., Theory of Financial Decision Making, Rowman and Littlefield, 1987.
Risk Metrics, Technical Documents of JP Morgan, NY, November, 1994.
Shepp L.A., Shiryaev A.N. The Russian Option: Reduce Regret, Ann. Appl. Prob., 1993.
, .., , ., , 1989.
, . . , ., . .,
1989.
. , , , ., , 1992.