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Optimal hedged portfolios: the case of jump-diffusion risks

, , and . Journal of International Money and Finance, 12 (5): 493--510 (October 1993)

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Optimal hedged portfolios: the case of jump-diffusion risks, , and . Journal of International Money and Finance, 12 (5): 493--510 (October 1993)Information-theoretic lower bounds for recovery of diffusion network structures., and . ISIT, page 1346-1350. IEEE, (2016)Mining Statistically Significant Attribute Associations in Attributed Graphs., , and . ICDM, page 991-996. IEEE Computer Society, (2016)Tests of the hypothesis of the existence of risk premium in the foreign exchange market. Journal of International Money and Finance, 3 (2): 169--178 (August 1984)