Hedging costs for two large investors (Q3017913): Difference between revisions
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Revision as of 22:35, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging costs for two large investors |
scientific article |
Statements
Hedging costs for two large investors (English)
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20 July 2011
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large investor
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Markov market model
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hedging cost
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dynamic programming
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stochastic control
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viscosity solution
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