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Publication:3094158
zbMath1235.91181MaRDI QIDQ3094158
Publication date: 21 October 2011
Full work available at URL: http://ebooks.worldscinet.com/ISBN/9789814355711/9789814355711_0007.html
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mean-variance hedgingbackward semimartingale equationbond market with jumpsexponential indifference valuation
Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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