Superreplication Under Gamma Constraints (Q4507445)
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scientific article; zbMATH DE number 1519344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Superreplication Under Gamma Constraints |
scientific article; zbMATH DE number 1519344 |
Statements
Superreplication Under Gamma Constraints (English)
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18 October 2000
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superreplication
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gamma constraint
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stochastic control
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viscosity solution
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stochastic analysis
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