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Goutte, Stéphane

  1. Variance optimal hedging for continuous time additive processes and applications
    2013/02/08 by Sandra Goutte, Goutte, Stéphane, Nadia Oudjane +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications