Q2709768 (Q2709768): Difference between revisions
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Latest revision as of 08:08, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | No label defined |
scientific article |
Statements
27 November 2001
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backward equation
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variance-optimal martingale measure
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dynamic programming
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incomplete markets
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mean-variance hedging
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Bellman equation
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