Robust Control Approach to Option Pricing: A Representation Theorem and Fast Algorithm (Q3544236)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Control Approach to Option Pricing: A Representation Theorem and Fast Algorithm |
scientific article |
Statements
Robust Control Approach to Option Pricing: A Representation Theorem and Fast Algorithm (English)
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5 December 2008
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option pricing
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hedging
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transaction costs
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robust control
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impulse control
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