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"Hedging with small uncertainty aversion."

Sebastian Herrmann, Johannes Muhle-Karbe, Frank Thomas Seifried (2017)

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DOI: 10.1007/S00780-016-0309-Z

access: closed

type: Journal Article

metadata version: 2020-07-22

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Sebastian Herrmann, Johannes Muhle-Karbe, Frank Thomas Seifried:
Hedging with small uncertainty aversion. Finance Stochastics 21(1): 1-64 (2017)

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