Mean-variance hedging for general claims

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Publication:1186302

DOI10.1214/aoap/1177005776zbMath0742.60042OpenAlexW1977600059MaRDI QIDQ1186302

Martin Schweizer

Publication date: 28 June 1992

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005776




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