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Mean-Variance Hedging When There are Jumps.

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Bibliographic Details
Title: Mean-Variance Hedging When There are Jumps.
Authors: Lim, Andrew E. B.
Source: SIAM Journal on Control & Optimization; 2006, Vol. 44 Issue 5, p1893-1922, 30p
Database: Applied Science & Technology Source
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        Value: 10.1137/040610933
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      – TitleFull: Mean-Variance Hedging When There are Jumps.
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