The Variance-Optimal Martingale Measure for Continuous...

The Variance-Optimal Martingale Measure for Continuous Processes

Freddy Delbaen and Walter Schachermayer
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Volume:
2
Language:
english
Pages:
25
Journal:
Bernoulli
DOI:
10.2307/3318570
Date:
March, 1996
File:
PDF, 2.08 MB
english, 1996
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