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Discrete Hedging in the Mean/Variance Model for European Call Options.

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Bibliographic Details
Title: Discrete Hedging in the Mean/Variance Model for European Call Options.
Authors: Nikulin, V.1 vnikulin.uq@gmail.com
Source: Journal of Mathematical Sciences. Nov2017, Vol. 227 Issue 2, p229-240. 12p.
Database: Academic Search Ultimate
Description
ISSN:10723374
DOI:10.1007/s10958-017-3589-8