The pricing of liabilities in an incomplete market using dynamic mean#8211variance hedging
| Year of publication: |
2005
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|---|---|
| Authors: | Thomson, Robert J. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 36.2005, 3, p. 441-455
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