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MR1968096 (2004a:91057) 91B28 (60G51 60H07)
Benth, Fred Espen; Di Nunno, Giulia; Løkka, Arne; Øksendal, Bernt; Proske, Frank Explicit representation of the minimal variance portfolio in markets driven by Lévy processes. Conference on Applications of Malliavin Calculus in Finance (Rocquencourt, 2001). Math. Finance 13 (2003), no. 1, 55–72.
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