Hedging under generalized good-deal bounds and model uncertainty (Q2408899): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging under generalized good-deal bounds and model uncertainty |
scientific article |
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Hedging under generalized good-deal bounds and model uncertainty (English)
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10 October 2017
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good-deal bounds
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good-deal hedging
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model uncertainty
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incomplete markets
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multiple priors
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backward stochastic differential equations
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