Stochastics An International Journal of Probability and Stochastic Processes. 2014;86(1):147-185. doi: 10.1080/17442508.2013.774402 Q30.92025

Variance optimal hedging for continuous time additive processes and applications

连续时间可加过程的方差最优对冲及其应用

DOI: 10.1080/17442508.2013.774402

摘要

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