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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 95, 2023 - Issue 1
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Research Article

Risk-hedging a European option with a convex risk measure and without no-arbitrage condition

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Pages 118-155 | Received 25 Nov 2019, Accepted 17 Mar 2022, Published online: 01 Apr 2022

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