Mean-Variance Hedging with Uncertain Trade Execution (Q3652692)

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Mean-Variance Hedging with Uncertain Trade Execution
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    title
    Mean-Variance Hedging with Uncertain Trade Execution (English)
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    author
    Koichi Matsumoto
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    publication date
    16 December 2009
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    zbMATH DE Number
    5648749
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    zbMATH Keywords
    hedging
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    derivatives
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    execution risk
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    OpenAlex ID
    W2095445994
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