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MR1802593
(2001m:91078)
91B28
(60H05 91B82)
Biagini, Francesca; Guasoni, Paolo; Pratelli, Maurizio Mean-variance hedging for stochastic volatility models. INFORMS Applied Probability Conference (Ulm, 1999). Math. Finance 10 (2000), no. 2, 109--123. |
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