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scientific article; zbMATH DE number 1342043
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scientific article; zbMATH DE number 1342043

    Statements

    publication date
    21 November 1999
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    zbMATH Keywords
    hedging
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    incomplete markets
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    risk-minimization
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    partial observation
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    stochastic filtering
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    hidden Markov models
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    Identifiers

    zbMATH DE Number
    1342043
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