Variance optimal hedging in discrete time
| Authors: | Schweizer, Martin |
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| Institutions: | University of Bonn, Germany |
| Subject: | Hedging | Financial mathematics | Contingent claims | Mean variance criterion | Signed martingale measures |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Sonderforschungsbereich 303 Creation-Date: 1993-02 |
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