Existence and uniqueness of martingale solutions to option pricing equations with noise (Q831331)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of martingale solutions to option pricing equations with noise |
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Existence and uniqueness of martingale solutions to option pricing equations with noise (English)
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11 May 2021
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martingale solution
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existence and uniqueness
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incomplete hedging
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option pricing equation with noise
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