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  • Search: subject:"observable and unobservable contingent claims"
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Subject
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Clark-Ocone representation 1 Derivat 1 Derivative 1 Hedging 1 Mean-variance hedging 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Stochastic process 1 Stochastischer Prozess 1 geometric Brownian motion 1 observable and unobservable contingent claims 1 partial information 1 semi-martingale approach 1 stochastic derivative 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Makogin, Vitalii 1 Melʹnikov, Aleksandr V. 1 Mišura, Julija S. 1
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International journal of theoretical and applied finance 1
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ECONIS (ZBW) 1
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On mean-variance hedging under partial observations and terminal wealth constraints
Makogin, Vitalii; Melʹnikov, Aleksandr V.; Mišura, … - In: International journal of theoretical and applied finance 20 (2017) 5, pp. 1-21
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