Mean-variance hedging for continuous processes: New proofs and examples

Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/66256

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1997

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SFB 373 Discussion Paper No. 1997,24

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Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, Berlin

JEL:

G10
C60

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Working Paper

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