Bounds on mean variance hedging in jump diffusion (Q6185522)
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scientific article; zbMATH DE number 7796786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds on mean variance hedging in jump diffusion |
scientific article; zbMATH DE number 7796786 |
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Bounds on mean variance hedging in jump diffusion (English)
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29 January 2024
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mean variance hedging
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backward stochastic differential equation
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