On modifications of the Bachelier model (Q2045094)
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scientific article; zbMATH DE number 7380990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On modifications of the Bachelier model |
scientific article; zbMATH DE number 7380990 |
Statements
On modifications of the Bachelier model (English)
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11 August 2021
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Bachelier model
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SDEs with reflection
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SDEs with absorption
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conditional value-at-risk based hedging
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