Variance-Optimal Hedging in Discrete Time

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Publication:4835384

DOI10.1287/moor.20.1.1zbMath0835.90008OpenAlexW2153316750MaRDI QIDQ4835384

Martin Schweizer

Publication date: 18 March 1996

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.20.1.1



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