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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    Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets
    scientific article; zbMATH DE number 900140930

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      18 May 2012
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      q-fin.PR
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      math.PR
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