Mean-variance hedging and numeraire

Christian Gourieroux, Jean-Paul Laurent and Huyên Pham

CEPREMAP Working Papers (Couverture Orange) from CEPREMAP

Pages: 23 pages
Date: 1996
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http://www.cepremap.fr/depot/couv_orange/co9611.pdf (application/pdf)

Related works:
Journal Article: Mean‐Variance Hedging and Numéraire (1998)
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