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scientific article

    Statements

    author
    Robert J. Elliott
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    David B. Colwell
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    publication date
    11 November 1993
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    zbMATH Keywords
    hedging against contingent claims
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    Markov diffusion with jumps
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    local risk-minimizing trading strategy
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    minimal martingale measure
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B62
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    60H10
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    91B24
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    zbMATH DE Number
    433053
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