Claim pricing and hedging under market incompleteness and ``mean-variance preferences

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Publication:5943941

DOI10.1016/S0377-2217(00)00211-3zbMath1053.91064OpenAlexW1973477604MaRDI QIDQ5943941

Fabio Mercurio

Publication date: 2001

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(00)00211-3



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