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scientific article; zbMATH DE number 850089
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| English | No label defined |
scientific article; zbMATH DE number 850089 |
Statements
18 August 1996
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backward stochastic differential equation
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Brownian motion
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maximum principle for optimal stochastic control
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model for asset pricing in finance
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Feynman-Kac formula
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0.8905101418495178
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