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scientific article; zbMATH DE number 2113405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2113405 |
Statements
1 November 2004
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Minimal entropy martingale measure
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backward stochastic differential equation
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Bellman equation
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incomplete market
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stochastic volatility model
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