Robust Stochastic Control and Equivalent Martingale Measures (Q2909982)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Stochastic Control and Equivalent Martingale Measures |
scientific article |
Statements
Robust Stochastic Control and Equivalent Martingale Measures (English)
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7 September 2012
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robust stochastic control
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worst case scenario
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stochastic differential game
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equivalent martingale measure
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jump diffusion
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