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"Duality in a Problem of Static Partial Hedging under Convex Constraints."
Erick Treviño-Aguilar (2015)
- Erick Treviño-Aguilar:
Duality in a Problem of Static Partial Hedging under Convex Constraints. SIAM J. Financial Math. 6(1): 1152-1170 (2015)
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