Mean-variance hedging in continuous time
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Publication:1174786
DOI10.1214/aoap/1177005978zbMath0735.90021OpenAlexW2114102890MaRDI QIDQ1174786
Henry R. Richardson, J. Darrell Duffie
Publication date: 25 June 1992
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005978
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