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A Girsanov transformed Clark-Ocone-Haussmann type formula for $$L^1$$ L 1 -pure jump additive processes and its application to portfolio optimization. (2024). Suzuki, Ryoichi ; Sakuma, Noriyoshi ; Handa, Masahiro.
In: Annals of Finance.
RePEc:kap:annfin:v:20:y:2024:i:3:d:10.1007_s10436-024-00453-6.

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