Contents.
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1. Approximating stochastic integrals
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2. An application to Mathematical Finance
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References
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© 2003 Springer-Verlag Berlin/Heidelberg
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Stricker, C. (2003). Simple strategies in exponential utility maximization. In: Azéma, J., Émery, M., Ledoux, M., Yor, M. (eds) Séminaire de Probabilités XXXVI. Lecture Notes in Mathematics, vol 1801. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-36107-7_21
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DOI: https://doi.org/10.1007/978-3-540-36107-7_21
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