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

Huyên Pham, Thorsten Rheinländer and Martin Schweizer

No 1997,24, SFB 373 Discussion Papers from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

JEL-codes: C60 G10 (search for similar items in EconPapers)
Date: 1997
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