Mean-variance hedging for discontinuous semimartingales.
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Publication:1812496
DOI10.3836/TJM/1244208863zbMath1054.60051OpenAlexW1990993141MaRDI QIDQ1812496
Publication date: 2002
Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3836/tjm/1244208863
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