Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems (Q2873153)

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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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