Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Good deal hedging and valuation under combined uncertainty about drift and volatility |
scientific article |
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Good deal hedging and valuation under combined uncertainty about drift and volatility (English)
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17 February 2020
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combined drift and volatility uncertainty
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good-deal bounds
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robust hedging
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hedging to acceptability
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second-order BSDE
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stochastic control
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