Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets (Q3006711)

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Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets
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    Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets (English)
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    21 June 2011
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    hedging
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    incomplete markets
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    local risk-minimization
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    derivatives
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