Hedging options for a large investor and forward-backward SDE's (Q1814742): Difference between revisions

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Latest revision as of 09:49, 16 December 2024

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Hedging options for a large investor and forward-backward SDE's
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    Hedging options for a large investor and forward-backward SDE's (English)
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    31 October 1996
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    continuous-time financial market model
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    linear stochastic differential equations
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    forward-backward stochastic differential equation
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    forward diffusion
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