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Latest revision as of 16:11, 5 March 2024

scientific article; zbMATH DE number 1519344
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English
Superreplication Under Gamma Constraints
scientific article; zbMATH DE number 1519344

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    Superreplication Under Gamma Constraints (English)
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    18 October 2000
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    superreplication
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    gamma constraint
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    stochastic control
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    viscosity solution
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    stochastic analysis
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