Approximation pricing and the variance-optimal martingale measure

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Publication:1922074

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DOI10.1214/AOP/1042644714zbMATH Open0854.60045OpenAlexW1966132745MaRDI QIDQ1922074

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Publication date: 5 January 1997

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1042644714

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