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scientific article; zbMATH DE number 1850755
| Language | Label | Description | Also known as |
|---|---|---|---|
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| English | No label defined |
scientific article; zbMATH DE number 1850755 |
Statements
26 June 2003
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one-dimensional backward stochastic differential equation
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stopping time problem
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obstacle problem
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American contingent claims
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0.8692013621330261
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0.8593588471412659
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0.8487440347671509
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0.8483397364616394
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