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scientific article; zbMATH DE number 433053
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| English | No label defined |
scientific article; zbMATH DE number 433053 |
Statements
11 November 1993
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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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0.9070762395858764
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0.8360649347305298
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0.8218103051185608
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