Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets (Q6233073)
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scientific article; zbMATH DE number 900140930
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| English | Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets |
scientific article; zbMATH DE number 900140930 |
Statements
18 May 2012
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q-fin.PR
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math.PR
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