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Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets
Abergel, Frédéric, Millot, NicolasVolume:
2
Langue:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/100803079
Date:
January, 2011
Fichier:
PDF, 233 KB
english, 2011