"Claim pricing and hedging under market incompleteness and "mean-variance" ..."

Fabio Mercurio (2001)

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DOI: 10.1016/S0377-2217(00)00211-3

access: closed

type: Journal Article

metadata version: 2020-02-21

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Fabio Mercurio:
Claim pricing and hedging under market incompleteness and "mean-variance" preferences. Eur. J. Oper. Res. 133(3): 635-652 (2001)

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