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A utility maximization approach to hedging in incomplete markets
Kallsen, Jan - In: Mathematical methods of operations research 50 (1999) 2, pp. 321-338
Persistent link: https://www.econbiz.de/10001428821
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Optimal portfolios for exponential Lévy processes
Kallsen, Jan - In: Mathematical methods of operations research 51 (2000) 3, pp. 357-374
Persistent link: https://www.econbiz.de/10001519649