THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS (Q3094329)

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THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS
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    THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS (English)
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    24 October 2011
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    compatible bond-stock market
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    common equivalent martingale measure
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    (approximate) completeness
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    variance optimal hedging
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