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An extension of mean-variance hedging to the discontinuous case

✍ Scribed by Takuji Arai

Book ID: 106235630
Publisher: Springer-Verlag
Year: 2005
Tongue: English
Weight: 165 KB
Volume: 9
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s00780-004-0136-5

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