Convex pricing by a generalized entropy penalty (Q2426607): Difference between revisions
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Revision as of 07:07, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex pricing by a generalized entropy penalty |
scientific article |
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Convex pricing by a generalized entropy penalty (English)
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23 April 2008
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hedging with vanishing risk
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generalized entropy
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quadratic BSDE
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