Variance-optimal martingale measures for diffusion processes with stochastic coefficients (Q1711096)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance-optimal martingale measures for diffusion processes with stochastic coefficients |
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Variance-optimal martingale measures for diffusion processes with stochastic coefficients (English)
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16 January 2019
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quadratic hedging
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mean variance portfolio
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variance-optimal martingale measure
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risk sensitive control
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