A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
Year of publication: |
2001
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Authors: | Heath, David ; Platen, Eckhard ; Schweizer, Martin |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 11.2001, 4, p. 385-413
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Publisher: |
Wiley Blackwell |
Saved in:
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