BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets (Q2044135)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets |
scientific article |
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BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets (English)
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4 August 2021
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backward stochastic differential equation
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cylindrical martingale
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bond market
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locally risk-minimizing strategies
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