No label defined (Q3405337)
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scientific article; zbMATH DE number 5671409
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| English | No label defined |
scientific article; zbMATH DE number 5671409 |
Statements
12 February 2010
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stochastic volatility model
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minimal entropy martingale measure
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utility indifference pricing
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utility indifference hedging
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0.9336779
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0.92158675
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0.9207008
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0.91937256
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0.91381055
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0.9121758
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