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Property / DOI: 10.1016/j.cam.2016.07.009 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.cam.2016.07.009 / rank
 
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Property / OpenAlex ID: W2493315141 / rank
 
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Latest revision as of 02:17, 10 December 2024

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Model risk and discretisation of locally risk-minimising strategies
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    Model risk and discretisation of locally risk-minimising strategies (English)
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    28 December 2016
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    quadratic hedging strategies
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    backward stochastic differential equations
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    jump-diffusions
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