Model risk and discretisation of locally risk-minimising strategies (Q730515): Difference between revisions

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Revision as of 04:58, 13 July 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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