Stochastic LQ control framework for the hedging problem as the stock price follows jump-diffusion process (Q5490845)
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scientific article; zbMATH DE number 5060381
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| English | Stochastic LQ control framework for the hedging problem as the stock price follows jump-diffusion process |
scientific article; zbMATH DE number 5060381 |
Statements
4 October 2006
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portfolio
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0.8439637422561646
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0.8313227295875549
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0.8089137673377991
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