Mean variance hedging for general claims
| Authors: | Schweizer, Martin |
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| Institutions: | University of Bonn, Germany |
| Subject: | Hedging problem | Intrinsic value | Contingent claim |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Sonderforschungsbereich 303 Creation-Date: 1990-10 |
| Source: |
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