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scientific article; zbMATH DE number 2134185
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scientific article; zbMATH DE number 2134185 |
Statements
15 February 2005
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Hamilton-Jacobi-Bellmann method
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Black-Scholes model
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stochastic control problems
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verification method
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regularity of the value function
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viscosity solutions
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hedging contingent claims under portfolio constraints
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0.8675249218940735
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0.8280066251754761
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0.8256489634513855
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0.8196632266044617
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