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scientific article; zbMATH DE number 5221521
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scientific article; zbMATH DE number 5221521

    Statements

    author
    Dianfa Chen
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    Jianfen Feng
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    publication date
    18 December 2007
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    Mathematics Subject Classification ID
    91B26
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    60H30
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    93E20
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    zbMATH DE Number
    5221521
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    zbMATH Keywords
    contingent claims
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    uphedging
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    martingales
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    Brownian motion
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