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scientific article; zbMATH DE number 2062295
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| English | No label defined |
scientific article; zbMATH DE number 2062295 |
Statements
25 March 2004
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backward semimartingale equation
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backward stochastic differential equation
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\(q\)-optimal martingale measure
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minimal entropy martingale measure
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contingent claim
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pricing
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0.9056859
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0.90211606
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0.90085644
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0.9008145
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0.89294434
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0.8864486
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