Robust Control Approach to Digital Option Pricing:Synthesis Approach (Q3646716): Difference between revisions
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Revision as of 12:06, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Control Approach to Digital Option Pricing:Synthesis Approach |
scientific article |
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Robust Control Approach to Digital Option Pricing:Synthesis Approach (English)
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27 November 2009
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differential games
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Isaacs' equation
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option pricing
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