"Quadratic hedging for sequential claims with random weights in discrete time."

Jun Deng, Bin Zou (2021)

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DOI: 10.1016/J.ORL.2021.01.001

access: closed

type: Journal Article

metadata version: 2021-04-07

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Jun Deng, Bin Zou:
Quadratic hedging for sequential claims with random weights in discrete time. Oper. Res. Lett. 49(2): 218-225 (2021)

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