An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market
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Publication:5439044
DOI10.4213/dm971 10.1515/dma.2007.016; 10.4213/dm971zbMath1282.91111arXivmath/0606471MaRDI QIDQ5439044
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Publication date: 8 February 2008
Published in: Discrete Mathematics and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0606471
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