Robust stochastic control and equivalent martingale measures (Q2909982)
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scientific article; zbMATH DE number 6078915
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| English | Robust stochastic control and equivalent martingale measures |
scientific article; zbMATH DE number 6078915 |
Statements
Robust Stochastic Control and Equivalent Martingale Measures (English)
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7 September 2012
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robust stochastic control
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worst case scenario
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stochastic differential game
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equivalent martingale measure
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jump diffusion
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0.829555869102478
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0.8268185257911682
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0.813656210899353
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0.8120725750923157
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0.8088879585266113
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