On shortfall risk minimization for game options (Q2240070)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On shortfall risk minimization for game options |
scientific article |
Statements
On shortfall risk minimization for game options (English)
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5 November 2021
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complete market
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game options
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shortfall risk
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stochastic optimal control
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