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scientific article; zbMATH DE number 1985275
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scientific article; zbMATH DE number 1985275

    Statements

    author
    Nizar Touzi
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    Halil Mete Soner
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    publication date
    24 September 2003
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    Mathematics Subject Classification ID
    91B28
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    90C39
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    91B70
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    zbMATH DE Number
    1985275
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    zbMATH Keywords
    super-replication
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    duality
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    dynamic programming
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