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Latest revision as of 15:54, 5 March 2024
scientific article; zbMATH DE number 2062295
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2062295 |
Statements
25 March 2004
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backward semimartingale equation
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backward stochastic differential equation
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\(q\)-optimal martingale measure
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minimal entropy martingale measure
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contingent claim
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pricing
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