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scientific article
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scientific article

    Statements

    author
    Pauline Barrieu
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    Nicole El Karoui
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    publication date
    9 February 2005
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    zbMATH Keywords
    non-tradable risk
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    illiquidity
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    inf-convolution
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    backward stochastic differential equations
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    46N10
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    90C39
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    60H10
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    zbMATH DE Number
    2133102
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