TY  - JOUR
AU  - Marek Rutkowski
TI  - Risk-minimizing hedging of contingent claims in incomplete models of financial markets
JO  - Mathematica Applicanda
PY  - 1996
SP  -  41
EP  - 73
VL  - 25
IS  - 39
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.14708/ma.v25i39.1846/
DO  - 10.14708/ma.v25i39.1846
LA  - pl
ID  - 10_14708_ma_v25i39_1846
ER  -