A benchmark approach to risk-minimization under partial information (Q743152)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A benchmark approach to risk-minimization under partial information |
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A benchmark approach to risk-minimization under partial information (English)
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22 September 2014
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risk-minimization
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Galtchouk-Kunita-Watanabe decomposition
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benchmark approach
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partial information
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unit-linked life insurance contracts
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Markovian jump-diffusion models
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