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- W2381449105 abstract "In this article, the pricing and hedging problems of contingent claim in incomplete stock markets of discrete time are studied. By means of choosing the probability measure Q or the weight function LN to find the optimal portfolio in the minimum variance criterion, a theorem on martingale representation in the case of discrete time is given. We propound a simple method for approximate hedging a contingent claim or an European option in minimum variance criterion." @default.
- W2381449105 created "2016-06-24" @default.
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- W2381449105 date "2009-01-01" @default.
- W2381449105 modified "2023-09-25" @default.
- W2381449105 title "ON APPROXIMATE HEDGING A CONTINGENT CLAIM IN THE MINIMUM VARIANCE CRITERION" @default.
- W2381449105 hasPublicationYear "2009" @default.
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