MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (Q2786037): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET |
scientific article |
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MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (English)
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16 September 2010
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general jump market
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mean-variance hedging problem
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backward semimartingale equations
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