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    author
    Hans Föllmer
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    Martin Schweizer
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    publication date
    26 June 1992
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    Mathematics Subject Classification ID
    91G20
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    60J60
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    91B24
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    zbMATH DE Number
    17495
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    zbMATH Keywords
    incomplete market
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    optimal hedging strategies for contingent claims
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    continuous semimartingale
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    minimal equivalent martingale measure
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