Hedging in incomplete markets with HARA utility
Year of publication: |
1997
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Authors: | Duffie, Darrell ; Fleming, Wendell ; Mete Soner, H. ; Zariphopoulou, Thaleia |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 21.1997, 4-5, p. 753-782
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