Follmer-Schweizer Decomposition and Mean-Variance Hedging...

Follmer-Schweizer Decomposition and Mean-Variance Hedging for General Claims

Pascale Monat and Christophe Stricker
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Volume:
23
Language:
english
Journal:
The Annals of Probability
DOI:
10.2307/2244998
Date:
April, 1995
File:
PDF, 1.28 MB
english, 1995
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