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Exponential hedging and entropic penalties

By Freddy Delbaen, Peter Grandits, Thorsten Rheinlander, Domenick Samperi, Martin Schweizer and Christophe Stricker
Topics: QA Mathematics
Publisher: Blackwell Publishing
Year: 2002
DOI identifier: 10.1111/1467-9965.02001
OAI identifier: oai:eprints.lse.ac.uk:16346
Provided by: LSE Research Online
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