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Property / cites work: Robust Control Approach to Option Pricing: A Representation Theorem and Fast Algorithm / rank
 
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Latest revision as of 06:09, 2 July 2024

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Robust Control Approach to Digital Option Pricing:Synthesis Approach
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    Robust Control Approach to Digital Option Pricing:Synthesis Approach (English)
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    27 November 2009
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    differential games
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    Isaacs' equation
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    option pricing
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