Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming principle and computable prices in financial market models with transaction costs |
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Dynamic programming principle and computable prices in financial market models with transaction costs (English)
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14 April 2023
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hedging costs
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European options
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dynamic programming principle
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no-arbitrage condition
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AIP condition
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random set theory
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