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Search: subject:"2n-Order Approximation"
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2n-Order Approximation
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Exponential Utility Function
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Journal of mathematical finance
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Good approximation of exponential utility function for optimal futures hedging
Guo, Xu
;
Lien, Da-hsiang Donald
;
Wong, Wing Keung
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 457-463
Persistent link: https://www.econbiz.de/10011583581
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