Characterization of the value process in robust efficient hedging (Q2247915)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of the value process in robust efficient hedging |
scientific article |
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Characterization of the value process in robust efficient hedging (English)
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30 June 2014
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backward stochastic differential equation
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optimal control
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value process
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partial hedging
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model ambiguity
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