On exponential hedging and related quadratic backward stochastic differential equations (Q853844): Difference between revisions
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Revision as of 02:23, 5 March 2024
scientific article
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English | On exponential hedging and related quadratic backward stochastic differential equations |
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On exponential hedging and related quadratic backward stochastic differential equations (English)
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17 November 2006
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exponential hedging
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quadratic backward stochastic differential equation
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duality
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dynamic programming
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variational method
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