Hedging options for a large investor and forward-backward SDE's (Q1814742)
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scientific article; zbMATH DE number 940685
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| English | Hedging options for a large investor and forward-backward SDE's |
scientific article; zbMATH DE number 940685 |
Statements
Hedging options for a large investor and forward-backward SDE's (English)
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31 October 1996
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continuous-time financial market model
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linear stochastic differential equations
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forward-backward stochastic differential equation
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forward diffusion
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0.8273277878761292
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0.8171117305755615
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0.801153838634491
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