Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations (Q3631192)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations |
scientific article |
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Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations (English)
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5 June 2009
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filtering
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dynamic programming
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European option hedging
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partially observed stochastic volatility
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