scientific article; zbMATH DE number 2062295
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Publication:4459182
zbMath1040.60058MaRDI QIDQ4459182
Publication date: 25 March 2004
Full work available at URL: https://eudml.org/doc/50819
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backward stochastic differential equationpricingminimal entropy martingale measurecontingent claim\(q\)-optimal martingale measurebackward semimartingale equation
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