A new proposition on the martingale representation theorem and on the approximate hedging of contingent claim in mean-variance criterion
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KeywordsMartingale representation theorem; Hedging; Contingent claim; Mean-variance.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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