Dynamic programming and mean-variance hedging
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Publication:1297911
DOI10.1007/s007800050053zbMath0924.90021OpenAlexW2022610613MaRDI QIDQ1297911
Publication date: 14 September 1999
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800050053
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