Claim pricing and hedging under market incompleteness and "mean-variance" preferences
| Year of publication: |
2001
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|---|---|
| Authors: | Mercurio, Fabio |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 133.2001, 3, p. 635-652
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