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

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

Monat, Pascale, Stricker, Christophe
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Volume:
23
Journal:
The Annals of Probability
DOI:
10.1214/aop/1176988281
Date:
April, 1995
File:
PDF, 1.50 MB
1995
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