Mean Variance Hedging in a General Jump Model (Q3565098)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean Variance Hedging in a General Jump Model |
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Mean Variance Hedging in a General Jump Model (English)
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27 May 2010
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mean-variance hedging
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variance-optimal martingale measure
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backward semimartingale equations
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