Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market

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Publication:4763538

DOI10.1137/S0363012992232579zbMath0831.90010WikidataQ56565473 ScholiaQ56565473MaRDI QIDQ4763538

Nicole El Karoui, Marie-Claire Quenez

Publication date: 17 May 1995

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)




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