Mean variance hedging in a general jump market
Mean variance hedging in a general jump market
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Date
2010
Authors
Xiong, Dewen
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International journal of theoretical and applied finance ; 13 (2010), 5. - pp. 789-820
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510 Mathematics
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Optimality principle,signed VOMM,backward semimartingale equations,mean-variance hedging
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XIONG, Dewen, Michael KOHLMANN, 2010. Mean variance hedging in a general jump market. In: International journal of theoretical and applied finance. 13(5), pp. 789-820. Available under: doi: 10.1142/S0219024910006005BibTex
@article{Xiong2010varia-786, year={2010}, doi={10.1142/S0219024910006005}, title={Mean variance hedging in a general jump market}, number={5}, volume={13}, journal={International journal of theoretical and applied finance}, pages={789--820}, author={Xiong, Dewen and Kohlmann, Michael} }
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