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MR1891730 (2003b:91046) 91B28 (62B10)
Delbaen, Freddy; Grandits, Peter; Rheinländer, Thorsten; Samperi, Dominick; Schweizer, Martin; Stricker, Christophe Exponential hedging and entropic penalties. Math. Finance 12 (2002), no. 2, 99–123.
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