An extension of mean-variance hedging to the discontinuous case
Year of publication: |
2005
|
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Authors: | Arai, Takuji |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 9.2005, 1, p. 129-139
|
Subject: | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory |
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