Dynamic programming and mean-variance hedging - Université Paris 1 Panthéon-Sorbonne Access content directly
Journal Articles Finance and Stochastics Year : 1999
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hal-03675953 , version 1 (23-05-2022)

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Jean-Paul Laurent, Huyen Pham. Dynamic programming and mean-variance hedging. Finance and Stochastics, 1999, ⟨10.1007/s007800050053⟩. ⟨hal-03675953⟩
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