Cite
MLA Citation
Takuji Arai and Yuto Imai. “A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus.” Applied mathematical finance, vol. 25, no. 3, 2018, pp. 247–267. http://access.bl.uk/ark:/81055/vdc_100073679849.0x000038