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scientific article; zbMATH DE number 2162736
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scientific article; zbMATH DE number 2162736

    Statements

    author
    Alain Bensoussan
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    Nizar Touzi
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    José Luis Menaldi
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    publication date
    29 April 2005
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    zbMATH Keywords
    hedging under portfolio constraints
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    penalization
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    viscosity solutions
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    Identifiers

    zbMATH DE Number
    2162736
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