Quadratic hedging for sequential claims with random weights in discrete time (Q2661622): Difference between revisions
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Revision as of 08:00, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Quadratic hedging for sequential claims with random weights in discrete time |
scientific article |
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Quadratic hedging for sequential claims with random weights in discrete time (English)
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7 April 2021
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binomial model
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mean-variance
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pricing
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quadratic hedging
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sequential claims
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