Contingent claim pricing through a continuous time variational bargaining scheme (Q1703541): Difference between revisions

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+On a variational sequential bargaining pricing scheme
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+Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets
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+Q3995739
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+A projected gradient dynamical system modelling the dynamics of bargaining
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+Applied stochastic control of jump diffusions.
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+SCENARIOS FOR PRICE DETERMINATION IN INCOMPLETE MARKETS
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+Q4255599
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