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The Optimal Replication Strategy under the Initial Wealth Which can't Replicate the Given Contingent Claim

Year: 2006

Type: article

Source: Journal of Xinjiang Normal University

Author: Yin Jian-hua

Institution: Changji University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2378141881

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