An extension of mean-variance hedging to the discontinuous case
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Publication:1776030
DOI10.1007/s00780-004-0136-5zbMath1063.91027OpenAlexW2042931872MaRDI QIDQ1776030
Publication date: 20 May 2005
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-004-0136-5
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