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On the Mean-Variance Hedging in the Ho--Lee Diffusion Model

✍ Scribed by Nechaev, M. L.

Book ID: 118227080
Publisher: Society for Industrial and Applied Mathematics
Year: 2000
Tongue: English
Weight: 117 KB
Volume: 44
Category: Article
ISSN: 0040-585X
DOI: 10.1137/s0040585x97977380

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