Optimal replication of random vectors by ordinary integrals (Q1936152)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal replication of random vectors by ordinary integrals |
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Optimal replication of random vectors by ordinary integrals (English)
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21 February 2013
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optimal stochastic control
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contingent claim replication
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martingale representation
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