The application of backward stochastic differential equation with stopping time in hedging American contingent claims (Q603497)
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scientific article; zbMATH DE number 5813391
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| English | The application of backward stochastic differential equation with stopping time in hedging American contingent claims |
scientific article; zbMATH DE number 5813391 |
Statements
The application of backward stochastic differential equation with stopping time in hedging American contingent claims (English)
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8 November 2010
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0.930611491203308
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0.81114262342453
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0.8016786575317383
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0.7966724634170532
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