scientific article; zbMATH DE number 797368
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Publication:4848528
zbMath0827.60026MaRDI QIDQ4848528
Wolfgang J. Runggaldier, Martin Schweizer
Publication date: 26 November 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convergenceoption pricingincomplete marketsjump-diffusionminimal martingale measurelocally risk-minimizing trading strategies
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