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An extension of mean-variance hedging to the discontinuous case
Takuji Arai
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peer-review
34
Citations (Scopus)
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Dive into the research topics of 'An extension of mean-variance hedging to the discontinuous case'. Together they form a unique fingerprint.
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Business & Economics
Variance-optimal Martingale Measure
100%
Mean-variance Hedging
84%
Hedging Strategies
59%
Asset Prices
50%
Mathematics
Mean-variance Hedging
87%
Martingale Measure
73%
Strategy
36%
Model
17%