Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios (Q2757529)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios |
scientific article |
Statements
Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios (English)
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26 November 2001
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backward stochastic differential equation
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American contingent claims
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stock price
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hedging price
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