Convex pricing by a generalized entropy penalty (Q2426607): Difference between revisions

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Latest revision as of 22:01, 27 June 2024

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Convex pricing by a generalized entropy penalty
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    Convex pricing by a generalized entropy penalty (English)
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    23 April 2008
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    hedging with vanishing risk
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    generalized entropy
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    quadratic BSDE
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