Discrete-Time Minimum-Variance Hedging of European Contingent Claims

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Date: 2010-06-18 18:41:59 Probability and statistics Black–Scholes Forward contract Brownian motion Stochastic processes Statistics Financial economics		Discrete-Time Minimum-Variance Hedging of European Contingent Claims Add to Reading List Source URL: www.fields.utoronto.ca Download Document from Source Website File Size: 197,55 KB Share Document on Facebook

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