Option returns (Q6134137)

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scientific article; zbMATH DE number 7716481
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Option returns
scientific article; zbMATH DE number 7716481

    Statements

    Option returns (English)
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    25 July 2023
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    measure distortions
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    backward stochastic partial integro-differential equations
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    bilateral gamma process
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    risk exposures
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    risk charges
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    Identifiers

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