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Some remarks on mean-variance hedging for discontinuous asset price processes
Arai, Takuji
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 425-443
Persistent link: https://www.econbiz.de/10002980637
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Numercial analysis on quadratic hedging strategies for normal inverse Gaussian models
Arai, Takuji
;
Imai, Yuto
;
Nakashima, Ryo
- In:
Advances in mathematical economics
22
(
2018
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011895065
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