Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems (Q2873153)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems |
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Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems (English)
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23 January 2014
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Malliavin calculus
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stochastic control
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indifference pricing
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relative entropy
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asymptotic expansion
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