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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)Assets, aggregates and optimal monetary control, , and . Journal of Banking & Finance, 14 (1): 155--177 (March 1990)