A new proposition on the martingale representation theorem and on the approximate hedging of contingent claim in mean-variance criterion
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- Malliaropulos, Dimitrios & Priestley, Richard, 1999. "Mean reversion in Southeast Asian stock markets," Journal of Empirical Finance, Elsevier, vol. 6(4), pages 355-384, October.
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More about this item
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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