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Optimal hedging with variational preferences under convex risk measures

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Righi, Marcelo
Format:	Preprint
Publié:	2024
Sujets:	Mathematical Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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