REPLICATION OF AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3523581)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REPLICATION OF AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS |
scientific article |
Statements
REPLICATION OF AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS (English)
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3 September 2008
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BSDE
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American contingent claim
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hedgeability
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replicatability
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