Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552)

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Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach
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    Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (English)
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    10 February 2010
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    bond market
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    large market
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    martingale random field
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    minimal variance hedging
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    random field
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    stochastic integral
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    stochastic derivative
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