Change of filtrations and mean-variance hedging

Author: Kohlmann Michael   Xiong Dewen   Ye Zhongxing  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.79, Iss.6, 2007-12, pp. : 539-562

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Abstract