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MR1670004 90A09 (60K30)
Novikov, A. A. Hedging of options with a given probability. (Russian) Teor. Veroyatnost. i Primenen. 43 (1998), no. 1, 152--161; translation in Theory Probab. Appl. 43 (1998), no. 1, 135–143
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