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Latest revision as of 10:09, 27 June 2024

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The Mean-Variance Hedging of a Defaultable Option with Partial Information
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    The Mean-Variance Hedging of a Defaultable Option with Partial Information (English)
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    21 September 2007
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    backward stochastic differential equations
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    defaultable risk
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    mean-variance hedging
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    stochastic Riccati equation
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    variance-optimal martingale measure
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