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~isPartOf:"Discussion Paper Serie B"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Mathematics and financial economics"
~subject:"Hedging"
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Mean-Variance Hedging via Stoc...
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Discussion Paper Serie B
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Risk-minimizing hedging strategies under restricted information
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10001185075
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A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
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3
Variance optimal hedging in discrete time
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028373
Saved in:
4
Hedging of contingent claims under incomplete information
Foellmer, Hans
;
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028424
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