Robust Stochastic Control and Equivalent Martingale Measures (Q2909982)

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Robust Stochastic Control and Equivalent Martingale Measures
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    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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