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
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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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