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scientific article
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scientific article

    Statements

    author
    Michael Kohlmann
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    publication date
    21 October 2003
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    zbMATH Keywords
    stochastic differential equations
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    backward stochastic differential equations
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    reflected stochastic differential equations
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    stochastic pricing system
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    contingent claim
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    Identifiers

    zbMATH DE Number
    1594447
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