In Ta-Tsien Li Rolf Jeltsch (ed.), Some Topics in Industrial and Applied Mathematics. Shanghai, China: World Scientific. pp. 134-151 (2007)

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Abstract
In this work we consider the problem of the approximate hedging of a contingent claim in the minimum mean square deviation criterion. A theorem on martingale representation in case of discrete time and an application of the result for semi-continuous market model are also given.
Keywords martingale  contingent claim  semi-continuous market
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