Options on a traded account: symmetric treatment of the underlying assets (Q5215436)

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scientific article; zbMATH DE number 7165657
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    Options on a traded account: symmetric treatment of the underlying assets
    scientific article; zbMATH DE number 7165657

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      Options on a traded account: symmetric treatment of the underlying assets (English)
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      10 February 2020
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      passport options
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      stochastic control
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      exchange rates
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      investment strategy
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      partial differential equations
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