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Risk minimization in financial markets modeled by Itô-Lévy processes

Bernt Øksendal 1 Agnès Sulem 2
2 MATHRISK - Mathematical Risk handling
Inria Paris-Rocquencourt, UPEM - Université Paris-Est Marne-la-Vallée, ENPC - École des Ponts ParisTech
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https://hal.inria.fr/hal-01096870
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Submitted on : Thursday, December 18, 2014 - 1:15:54 PM
Last modification on : Wednesday, May 6, 2020 - 11:48:04 AM

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Bernt Øksendal, Agnès Sulem. Risk minimization in financial markets modeled by Itô-Lévy processes. Afrika Matematika, Springer, 2015, 26, pp.40. ⟨10.1007/s13370-014-0248-9⟩. ⟨hal-01096870⟩

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