Mean–variance hedging of contingent claims with random maturity (Q6187370)
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scientific article; zbMATH DE number 7797378
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| English | Mean–variance hedging of contingent claims with random maturity |
scientific article; zbMATH DE number 7797378 |
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Mean–variance hedging of contingent claims with random maturity (English)
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31 January 2024
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classical solutions to PDEs
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credit risk
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employee stock options
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life insurance
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mean-variance hedging
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quasi-linear parabolic PDEs
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random time horizon
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0.7978025674819946
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0.7756962180137634
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0.7728027105331421
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0.7620053291320801
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0.7602993249893188
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