Approximation pricing and the variance-optimal martingale measure (Q1922074): Difference between revisions

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+https://doi.org/10.1214/aop/1042644714
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+W1966132745
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+Martingale laws, densities and decomposition of Föllmer-Schweizer
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+Föllmer-Schweizer decomposition and mean-variance hedging for general claims
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+Arbitrage et lois de martingale. (Arbitrage and martingale laws)
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+Publication:1922074