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The additional assumptions related to the variance-optimal martingale measure are the following ones: (i) this measure exists as a probability measure; (ii) its density process satisfies the reverse H\u00f6lder inequality and a certain condition related to jumps. A decomposition of the contingent claim is constructed similarly to the continuous case. Unfortunately, the decomposition, in general, is not orthogonal. However, thanks to the technical condition (ii), nice properties of each term in the decomposition are obtained. 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