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Utility-based hedging and pricing with a nontraded asset for jump processes

✍ Scribed by Claudia Ceci; Anna Gerardi

Book ID: 108216313
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 454 KB
Volume: 71
Category: Article
ISSN: 0362-546X
DOI: 10.1016/j.na.2009.02.105

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