Minimal Variance Hedging In A Discrete Time Market Driven By Markov Process.
Full text not available from this repository.| Item Type: | Thesis |
|---|---|
| Depositing User: | Unnamed user with email it@rcz.ac.zw |
| Date Deposited: | 07 Dec 2015 01:00 |
| Last Modified: | 07 Dec 2015 01:00 |
| URI: | http://researchdatabase.ac.zw/id/eprint/1555 |
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