"Efficient hedging: Cost versus shortfall risk."

Hans Föllmer, Peter Leukert (2000)

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DOI: 10.1007/S007800050008

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type: Journal Article

metadata version: 2020-07-22

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Hans Föllmer, Peter Leukert:
Efficient hedging: Cost versus shortfall risk. Finance Stochastics 4(2): 117-146 (2000)

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