Mean variance hedging in a general jump model

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KOHLMANN, Michael, Dewen XIONG, Zhongxing YE, 2010. Mean variance hedging in a general jump model. In: Applied mathematical finance. 17(1), pp. 29-57. Available under: doi: 10.1080/13504860903075605

@article{Kohlmann2010varia-763, title={Mean variance hedging in a general jump model}, year={2010}, doi={10.1080/13504860903075605}, number={1}, volume={17}, journal={Applied mathematical finance}, pages={29--57}, author={Kohlmann, Michael and Xiong, Dewen and Ye, Zhongxing} }

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