MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES (Q3523572): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES |
scientific article |
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MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES (English)
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3 September 2008
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mean-variance hedging
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filtering, Bayesian adaptive control
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Ornstein-Uhlenbeck process
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