Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032)
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scientific article
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| English | Risk minimization in financial markets modeled by Itô-Lévy processes |
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Risk minimization in financial markets modeled by Itô-Lévy processes (English)
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23 September 2015
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risk minimization
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utility optimization
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Itō-Lévy processes
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backward stochastic differential equations
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stochastic control
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maximum principle
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stochastic differential game
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0.8884197
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0.88599557
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0.8835992
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0.88063014
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0.8784679
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0.87083143
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