Dynamic programming and mean-variance hedging with partial execution risk (Q836034)
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scientific article; zbMATH DE number 5600271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming and mean-variance hedging with partial execution risk |
scientific article; zbMATH DE number 5600271 |
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Dynamic programming and mean-variance hedging with partial execution risk (English)
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31 August 2009
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