Mean Variance Hedging in a General Jump Model (Q3565098)
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scientific article; zbMATH DE number 5713108
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| English | Mean Variance Hedging in a General Jump Model |
scientific article; zbMATH DE number 5713108 |
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Mean Variance Hedging in a General Jump Model (English)
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27 May 2010
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mean-variance hedging
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variance-optimal martingale measure
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backward semimartingale equations
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0.9728584
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0.94258153
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0.93211865
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0.92234063
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0.92171794
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0.92041415
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0.9179903
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