Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471)

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Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
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    Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (English)
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    27 February 1997
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    Hedging
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    Financial futures
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    Solvability constraint
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    Martingale approach
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