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scientific article; zbMATH DE number 2113405
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| English | No label defined |
scientific article; zbMATH DE number 2113405 |
Statements
1 November 2004
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Minimal entropy martingale measure
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backward stochastic differential equation
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Bellman equation
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incomplete market
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stochastic volatility model
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0.845665693283081
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0.8201245069503784
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0.8201245069503784
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0.8145781755447388
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